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: | 5.87 |
| Depends: | R (≥ 3.6.0) |
| Imports: | Rcpp (≥ 1.0.1), mvtnorm (≥ 1.0.11), tlrmvnmvt (≥ 1.1.0), hypergeo |
| LinkingTo: | Rcpp (≥ 1.0.1), RcppArmadillo, mvtnorm |
| Suggests: | TTmoment, tmvtnorm |
| Published: | 2020-04-12 |
| 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 |
| Reference manual: | MomTrunc.pdf |
| Package source: | MomTrunc_5.87.tar.gz |
| Windows binaries: | r-prerelease: MomTrunc_5.87.zip, r-release: MomTrunc_5.87.zip, r-oldrel: MomTrunc_4.59.zip |
| macOS binaries: | r-prerelease: MomTrunc_5.87.tgz, r-release: MomTrunc_5.87.tgz, r-oldrel: MomTrunc_4.59.tgz |
| Old sources: | MomTrunc archive |
Please use the canonical form https://CRAN.R-project.org/package=MomTrunc to link to this page.