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:Christian E. Galarza [aut, cre, trl], Raymond Kan [ctb], Victor H. Lachos [aut, ths]

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'))

Peer review:

Bug tracker:https://github.com/chedgala/momtrunc/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

generation-algorithmsmomentsprobability-statistics

4.70 score 7 packages 16 scripts 897 downloads 20 exports 11 dependencies

Last updated 25 days agofrom:6cc0427fe2. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 28 2024
R-4.5-win-x86_64OKOct 28 2024
R-4.5-linux-x86_64OKOct 28 2024
R-4.4-win-x86_64OKOct 28 2024
R-4.4-mac-x86_64OKOct 28 2024
R-4.4-mac-aarch64OKOct 28 2024
R-4.3-win-x86_64OKOct 28 2024
R-4.3-mac-x86_64OKOct 28 2024
R-4.3-mac-aarch64OKOct 28 2024

Exports:cdfFMDdmvESNdmvESTdmvSNdmvSTMCmeanvarTMDmeanvarFMDmeanvarTMDmomentsFMDmomentsTMDonlymeanTMDpmvESNpmvESTpmvnormtpmvSNpmvSTrmvESNrmvESTrmvSNrmvST

Dependencies:BHcontfracdeSolveelliptichypergeoMASSmvtnormRcppRcppArmadilloRcppEigentlrmvnmvt