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.

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
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("TTmoment")

Getting started

Package overview

Popular man pages

TT.GS: Slice Sampling for the Truncated Multivariate t (TMVT)...
TT.moment: First Two Moments of Truncated Multivariate t (TMVT)...
TTmoment-package: Truncated Multivariate t (TMVT) Distribution
See all...

All man pages Function index File listing

Man pages

TT.GS: Slice Sampling for the Truncated Multivariate t (TMVT)...
TT.moment: First Two Moments of Truncated Multivariate t (TMVT)...
TTmoment-package: Truncated Multivariate t (TMVT) Distribution

Functions

TT.GS Man page Source code
TT.moment Man page Source code
TTmoment Man page
TTmoment-package Man page

Files

NAMESPACE
R
R/TTmoment.R
MD5
DESCRIPTION
man
man/TT.moment.rd
man/TTmoment-package.Rd
man/TT.GS.rd
TTmoment documentation built on May 19, 2017, 7:39 a.m.

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