MomTrunc: Moments of Folded and Doubly Truncated Multivariate
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.
||R (≥ 3.6.0)
||Rcpp (≥ 1.0.1), mvtnorm (≥ 1.0.11), tlrmvnmvt (≥ 1.1.0), hypergeo
||Rcpp (≥ 1.0.1), RcppArmadillo, mvtnorm
||Christian E. Galarza
Raymond Kan [ctb],
Victor H. Lachos
||Christian E. Galarza <cgalarza88 at gmail.com>
||GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
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