“…In general [15], the difference h p,µ − h p,µ is a sum of products Ψ p 1 ,...pn,µ 1 ,...µn n i=1 h p i ,µ i with p = p 1 + • • • + p n , where Ψ p 1 ,...pn,µ 1 ,...µn is an indefinite theta series whose kernel can be written as an (n − 1)-times iterated Eichler integral of a Siegel-Narain theta series of signature (1, b 2 (Y) − 1) [18,24,25]. As a result, the holomorphic generating function h p,µ must transform non-homogeneously under SL(2, Z) like a vector-valued mock modular form of depth n − 1 [26]. Correspondingly, the modular completion h p,µ satisfies a holomorphic anomaly equation, sourced by a combination of the h p i ,µ i 's with i p a i = p a .…”