MomTrunc: Moments of Folded and Doubly Truncated MultivariateDistributions
It computes arbitrary products moments (mean vector and variance-covariance matrix), for some double truncated (and folded) multivariate distributions. These distributions belong to the family of selection elliptical distributions, which includes well known skewed distributions as the unified skew-t distribution (SUT) and its particular cases as the extended skew-t (EST), skew-t (ST) and the symmetric student-t (T) distribution. Analogous normal cases unified skew-normal (SUN), extended skew-normal (ESN), skew-normal (SN), and symmetric normal (N) are also included. Density, probabilities and random deviates are also offered for these members.
| Version: | 6.1 |
| Depends: | R (≥ 3.6.0) |
| Imports: | Rcpp (≥ 1.0.1),mvtnorm (≥ 1.0.11),tlrmvnmvt (≥ 1.1.0),hypergeo |
| LinkingTo: | Rcpp (≥ 1.0.1),RcppArmadillo,mvtnorm |
| Suggests: | tmvtnorm |
| Published: | 2024-10-28 |
| DOI: | 10.32614/CRAN.package.MomTrunc |
| Author: | Christian E. Galarza [aut, cre, trl], Raymond Kan [ctb], Victor H. Lachos [aut, ths] |
| Maintainer: | Christian E. Galarza <cgalarza88 at gmail.com> |
| License: | GPL-2 |GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | README |
| In views: | Distributions |
| CRAN checks: | MomTrunc results |
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