Package: MomTrunc 6.1
MomTrunc: Moments of Folded and Doubly Truncated Multivariate Distributions
It computes arbitrary products moments (mean vector and variance-covariance matrix), for some double truncated (and folded) multivariate distributions. These distributions belong to the family of selection elliptical distributions, which includes well known skewed distributions as the unified skew-t distribution (SUT) and its particular cases as the extended skew-t (EST), skew-t (ST) and the symmetric student-t (T) distribution. Analogous normal cases unified skew-normal (SUN), extended skew-normal (ESN), skew-normal (SN), and symmetric normal (N) are also included. Density, probabilities and random deviates are also offered for these members.
Authors:
MomTrunc_6.1.tar.gz
MomTrunc_6.1.zip(r-4.5)MomTrunc_6.1.zip(r-4.4)MomTrunc_6.1.zip(r-4.3)
MomTrunc_6.1.tgz(r-4.4-x86_64)MomTrunc_6.1.tgz(r-4.4-arm64)MomTrunc_6.1.tgz(r-4.3-x86_64)MomTrunc_6.1.tgz(r-4.3-arm64)
MomTrunc_6.1.tar.gz(r-4.5-noble)MomTrunc_6.1.tar.gz(r-4.4-noble)
MomTrunc_6.1.tgz(r-4.4-emscripten)MomTrunc_6.1.tgz(r-4.3-emscripten)
MomTrunc.pdf |MomTrunc.html✨
MomTrunc/json (API)
# Install 'MomTrunc' in R: |
install.packages('MomTrunc', repos = c('https://chedgala.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/chedgala/momtrunc/issues
generation-algorithmsmomentsprobability-statistics
Last updated 25 days agofrom:6cc0427fe2. Checks:OK: 9. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 28 2024 |
R-4.5-win-x86_64 | OK | Oct 28 2024 |
R-4.5-linux-x86_64 | OK | Oct 28 2024 |
R-4.4-win-x86_64 | OK | Oct 28 2024 |
R-4.4-mac-x86_64 | OK | Oct 28 2024 |
R-4.4-mac-aarch64 | OK | Oct 28 2024 |
R-4.3-win-x86_64 | OK | Oct 28 2024 |
R-4.3-mac-x86_64 | OK | Oct 28 2024 |
R-4.3-mac-aarch64 | OK | Oct 28 2024 |
Exports:cdfFMDdmvESNdmvESTdmvSNdmvSTMCmeanvarTMDmeanvarFMDmeanvarTMDmomentsFMDmomentsTMDonlymeanTMDpmvESNpmvESTpmvnormtpmvSNpmvSTrmvESNrmvESTrmvSNrmvST
Dependencies:BHcontfracdeSolveelliptichypergeoMASSmvtnormRcppRcppArmadilloRcppEigentlrmvnmvt