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.

Install the latest version of this package by entering the following in R:
install.packages("TTmoment")
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

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Files

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

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