CRAN/E | relliptical

relliptical

The Truncated Elliptical Family of Distributions

Installation

About

It offers random numbers generation from members of the truncated multivariate elliptical family of distribution such as the truncated versions of the Normal, Student-t, Laplace, Pearson VII, Slash, Logistic, among others. Particular distributions can be provided by specifying the density generating function. It also computes the first two moments (covariance matrix as well) for some particular distributions. References used for this package: Galarza, C. E., Matos, L. A., Castro, L. M., and Lachos, V. H. (2022). Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution. Journal of Multivariate Analysis, 189, 104944 doi:10.1016/j.jmva.2021.104944; Ho, H. J., Lin, T. I., Chen, H. Y., and Wang, W. L. (2012). Some results on the truncated multivariate t distribution. Journal of Statistical Planning and Inference, 142(1), 25-40 doi:10.1016/j.jspi.2011.06.006; Valeriano, K. A., Galarza, C. E., and Matos, L. A. (2021). Moments and random number generation for the truncated elliptical family of distributions. Statistics and Computing, 33(1), 32 doi:10.1007/s11222-022-10200-4.

Key Metrics

Version 1.3.0
Published 2024-02-07 245 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks relliptical results

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Maintainer

Maintainer

Katherine A. L. Valeriano

Authors

Katherine A. L. Valeriano

aut / cre

Larissa Avila Matos

ctb

Christian Galarza Morales

ctb

Material

README
NEWS
Reference manual
Package source

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Distributions

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

relliptical archive

Imports

FuzzyNumbers.Ext.2
matrixcalc
methods
Rcpp
Rdpack
Ryacas0
stats

Suggests

ggExtra
ggplot2
gridExtra

LinkingTo

RcppArmadillo
Rcpp

Reverse Imports

ARpLMEC
RcppCensSpatial
skewlmm