procedure kkinit(var v: vector; var u: ltuple);
var
  i: integer;
  s1,s2,s3: scalar;
begin { kkinit }
  s1:=cov;
  ismult(2,s1);
  ssum(rho,s1,sigma);                     { sigma = rho+2*cov }
  tau:=sigma;
  ismult(2,tau);                              { tau = 2*sigma }

  for i:=0 to 3 do lnormal[i]:=v[i];
  u[0]:=sone;
  szero(u[1]);
  u[2]:=sone;
  szero(u[3]);

  sprod(beta2,tau,s1);
  squot(rho,s1,s2);
  sdiff(s2,sone,s1);
  s2:=rho;
  ismult(4,s2);
  ismult(vdim+1,s2);
  isdiv(vdim,s2);
  ssum(sone,s2,s3);
  squot(s1,s3,umax[1]);                  { max value for u[1] }
  ssum(sone,umax[1],umax[2]);            { max value for u[2] }
end { kkinit };

