multistagegain(corr, Q, alg,parallel)alg = GenzBretz(), which is by default, the quasi-Monte Carlo algorithm from Genz et al. (2009, 2013), will be used. If alg = Miwa(), the program will use the Miwa algorithm (Mi et al.Q=c(0.4308,0.9804,1.8603)
corr=matrix( c(1, 0.3508,0.3508,0.4979,
0.3508, 1, 0.3016,0.5630,
0.3508, 0.3016,1, 0.5630,
0.4979, 0.5630,0.5630,1),
nrow=4
)
multistagegain(corr=corr,Q=Q)Run the code above in your browser using DataLab