MomTrunc: Moments of Folded and Doubly Truncated Multivariate
Distributions
It computes the raw moments for the truncated and folded multivariate normal, Skew-normal (SN), Extended skew normal (ESN) 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, SN, ESN, and folded t-distribution. Density and random deviates are offered for the ESN (SN as particular case) distribution. Most algorithms are extensions based on Kan, R., & Robotti, C. (2017) <doi:10.1080/10618600.2017.1322092>.
| Version: |
4.59 |
| Imports: |
mvtnorm |
| Suggests: |
TTmoment |
| Published: |
2019-10-08 |
| 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 |
| In views: |
Distributions |
| CRAN checks: |
MomTrunc results |
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