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

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.

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 <hsiujho@gmail.com>
LicenseGPL-2
Version1.0

View on CRAN

Files in this package

TTmoment
TTmoment/NAMESPACE
TTmoment/R
TTmoment/R/TTmoment.R
TTmoment/MD5
TTmoment/DESCRIPTION
TTmoment/man
TTmoment/man/TT.moment.rd
TTmoment/man/TTmoment-package.Rd
TTmoment/man/TT.GS.rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.