Density function for the weighted multivariate normal
distribution with mean, covariance matrix sigma,
critical values crit_x, and weights omega.
.dwmnorm_fast returns a density of the multivariate
weighted normal distribution.
quantiles.
vector of probabilities.
mean
covariance matrix.
vector of critical values defining steps.
vector of weights defining the probability of observing a t-statistics between each of the two steps.
type of weight function (defaults to "two.sided").
logical; if TRUE, probabilities
p are given as log(p).
Normal, weighted_normal