Computes the product moments of the truncated multivariate normal distribution, particularly for cases involving patterned variance-covariance matrices. It also has the capability to calculate these moments with arbitrary positive-definite matrices, although performance may degrade for high-dimensional variables.
| Version: | 1.0.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | fastGHQuad,Rcpp,RcppArmadillo |
| LinkingTo: | Rcpp,RcppArmadillo,fastGHQuad |
| Suggests: | MomTrunc (≥ 6.1),truncnorm (≥ 1.0.9),tmvtnorm (≥ 1.7),testthat,R.rsp |
| Published: | 2025-12-01 |
| DOI: | 10.32614/CRAN.package.trunmnt |
| Author: | Seung-Chun Lee [aut, cre] |
| Maintainer: | Seung-Chun Lee <seung at hs.ac.kr> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| CRAN checks: | trunmnt results |
| Reference manual: | trunmnt.html ,trunmnt.pdf |
| Vignettes: | trunmnt: An R package for calculating moments in a truncated multivariate normal distribution (source) |
| Package source: | trunmnt_1.0.0.tar.gz |
| Windows binaries: | r-devel:trunmnt_1.0.0.zip, r-release:trunmnt_1.0.0.zip, r-oldrel:trunmnt_1.0.0.zip |
| macOS binaries: | r-release (arm64):trunmnt_1.0.0.tgz, r-oldrel (arm64):trunmnt_1.0.0.tgz, r-release (x86_64):trunmnt_1.0.0.tgz, r-oldrel (x86_64):trunmnt_1.0.0.tgz |
Please use the canonical formhttps://CRAN.R-project.org/package=trunmntto link to this page.