MomTrunc: Moments of Folded and Doubly Truncated Multivariate
Distributions
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: |
6.0 |
| 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: |
2022-06-15 |
| 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 |
Documentation:
Downloads:
Reverse dependencies:
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