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. References used for this package: Arellano-Valle, R. B. & Genton, M. G. (2005). On fundamental skew distributions. Journal of Multivariate Analysis, 96, 93-116. Galarza C.E., Matos L.A., Dey D.K. & Lachos V.H. (2019) On Moments of Folded and Truncated Multivariate Extended Skew-Normal Distributions. Technical report. ID 19-14. University of Connecticut. <https://stat.uconn.edu/tech-reports-2019/>.

Version: 5.69
Depends: R (≥ 3.6.0)
Imports: Rcpp (≥ 1.0.1), mvtnorm (≥ 1.0.11), tlrmvnmvt, hypergeo
LinkingTo: Rcpp (≥ 1.0.1), RcppArmadillo, mvtnorm
Suggests: TTmoment, tmvtnorm
Published: 2020-01-24
Author: Christian E. Galarza, Raymond Kan and Victor H. Lachos
Maintainer: Christian E. Galarza <cgalarza88 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
In views: Distributions
CRAN checks: MomTrunc results

Downloads:

Reference manual: MomTrunc.pdf
Package source: MomTrunc_5.69.tar.gz
Windows binaries: r-devel: MomTrunc_5.69.zip, r-devel-gcc8: MomTrunc_5.57.zip, r-release: MomTrunc_5.63.zip, r-oldrel: MomTrunc_4.59.zip
OS X binaries: r-release: MomTrunc_4.59.tgz, r-oldrel: MomTrunc_4.59.tgz
Old sources: MomTrunc archive

Reverse dependencies:

Reverse imports: CensMFM

Linking:

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