MomTrunc: Moments of Folded and Doubly Truncated Multivariate Distributions

It computes the raw moments for the folded and truncated multivariate normal and Student's t-distribution. It also offers specific functions to compute the mean and variance-covariance matrix as well as the cumulative distribution function (cdf) for the folded normal and folded t-distribution. Algorithms are extensions based on Kan, R., & Robotti, C. (2017) <doi:10.1080/10618600.2017.1322092>.

Version: 1.41
Imports: matrixcalc, mvtnorm
Suggests: TTmoment
Published: 2018-02-11
Author: Christian E. Galarza, Victor H. Lachos
Maintainer: Christian E. Galarza <cgalarza88 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: MomTrunc results

Downloads:

Reference manual: MomTrunc.pdf
Package source: MomTrunc_1.41.tar.gz
Windows binaries: r-devel: MomTrunc_1.41.zip, r-release: MomTrunc_1.41.zip, r-oldrel: MomTrunc_1.41.zip
OS X binaries: r-release: MomTrunc_1.41.tgz, r-oldrel: MomTrunc_1.41.tgz
Old sources: MomTrunc archive

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