CRAN/E | MomTrunc

MomTrunc

Moments of Folded and Doubly Truncated Multivariate Distributions

Installation

About

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.

Key Metrics

Version 6.0
R ≥ 3.6.0
Published 2022-06-15 767 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks MomTrunc results

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Maintainer

Maintainer

Christian E. Galarza

Authors

Christian E. Galarza

aut / cre / trl

Raymond Kan

ctb

Victor H. Lachos

aut / ths

Material

README
Reference manual
Package source

In Views

Distributions

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

MomTrunc archive

Depends

R ≥ 3.6.0

Imports

Rcpp ≥ 1.0.1
mvtnorm ≥ 1.0.11
tlrmvnmvt ≥ 1.1.0
hypergeo

Suggests

tmvtnorm

LinkingTo

Rcpp ≥ 1.0.1
RcppArmadillo
mvtnorm

Reverse Imports

lqr
RcppCensSpatial