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R/FT_cdf.R
In MomTrunc: Moments of Folded and Doubly Truncated Multivariate Distributions
Defines functions
cdfFT
cdfFT = function(x,mu,Sigma,nu)
{
p = length(mu)
if(p==1)
{
return(pent2(-x,x,mu,Sigma,nu))
}else
{
return(pmvt.genz(lower = -x-mu,upper = x-mu,nu = nu,sigma = Sigma)$Estimation)
}
}
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MomTrunc documentation built on June 16, 2022, 1:06 a.m.
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Defines functions cdfFT
cdfFT = function(x,mu,Sigma,nu)
{
p = length(mu)
if(p==1)
{
return(pent2(-x,x,mu,Sigma,nu))
}else
{
return(pmvt.genz(lower = -x-mu,upper = x-mu,nu = nu,sigma = Sigma)$Estimation)
}
}
Try the MomTrunc package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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