TTmoment: Sampling and Calculating the First and Second Moments for the Doubly Truncated Multivariate t Distribution
Version 1.0

Computing the first two moments of the truncated multivariate t (TMVT) distribution under the double truncation. Appling the slice sampling algorithm to generate random variates from the TMVT distribution.

Package details

AuthorHsiu J. Ho, Tsung-I Lin, Wan-Lun Wang, Aldo M. Garay, Victor H. Lachos, and Mauricio Castro
Date of publication2015-05-16 09:44:49
MaintainerHsiu J. Ho <[email protected]>
Package repositoryView on CRAN
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TTmoment documentation built on May 29, 2017, 10:24 a.m.