relliptical: The Truncated Elliptical Family of Distributions
It provides a function for random number generation from members of the truncated multivariate elliptical family of distributions, including truncated versions of the Normal, Student-t, Pearson type VII, Slash, Logistic, and related distributions. Additional distributions can be specified by supplying the density generating function. The package also computes first- and second-order moments, including the covariance matrix, for selected distributions.
References used for this package: Galarza, C. E., Matos, L. A., Castro, L. M., & Lachos, V. H. (2022). Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution. Journal of Multivariate Analysis, 189, 104944 <doi:10.1016/j.jmva.2021.104944>; Ho, H. J., Lin, T. I., Chen, H. Y., & Wang, W. L. (2012). Some results on the truncated multivariate t distribution. Journal of Statistical Planning and Inference, 142(1), 25-40 <doi:10.1016/j.jspi.2011.06.006>; Valeriano, K. A., Galarza, C. E., & Matos, L. A. (2023). Moments and random number generation for the truncated elliptical family of distributions. Statistics and Computing, 33(1), 32 <doi:10.1007/s11222-022-10200-4>.
| Version: |
1.4.0 |
| Imports: |
FuzzyNumbers.Ext.2, matrixcalc, methods, Rcpp, Rdpack, Ryacas, stats |
| LinkingTo: |
RcppArmadillo, Rcpp |
| Suggests: |
ggExtra, ggplot2, gridExtra |
| Published: |
2026-03-25 |
| DOI: |
10.32614/CRAN.package.relliptical |
| Author: |
Katherine A. L. Valeriano
 [aut, cre],
Larissa Avila Matos
[ctb],
Christian Galarza Morales
[ctb] |
| Maintainer: |
Katherine A. L. Valeriano <katandreina at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| Materials: |
README, NEWS |
| CRAN checks: |
relliptical results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
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