Package: MomTrunc 6.0

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]

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MomTrunc.pdf |MomTrunc.html✨
MomTrunc/json (API)

Peer review:

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

On CRAN:

generation-algorithmsmomentsprobability-statistics

20 exports 2.15 score 11 dependencies 7 dependents 16 scripts 1.4k downloads

Last updated 3 months agofrom:51a0af6d7c. Checks:OK: 9. Indexed: yes.

Exports:cdfFMDdmvESNdmvESTdmvSNdmvSTMCmeanvarTMDmeanvarFMDmeanvarTMDmomentsFMDmomentsTMDonlymeanTMDpmvESNpmvESTpmvnormtpmvSNpmvSTrmvESNrmvESTrmvSNrmvST

Dependencies:BHcontfracdeSolveelliptichypergeoMASSmvtnormRcppRcppArmadilloRcppEigentlrmvnmvt