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.

Package details

AuthorChristian E. Galarza [aut, cre, trl] (<https://orcid.org/0000-0002-4818-6006>), Raymond Kan [ctb] (<https://orcid.org/0000-0002-0578-9974>), Victor H. Lachos [aut, ths] (<https://orcid.org/0000-0002-7239-2459>)
MaintainerChristian E. Galarza <cgalarza88@gmail.com>
LicenseGPL (>= 2)
Version6.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MomTrunc")

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MomTrunc documentation built on June 16, 2022, 1:06 a.m.