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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.
Version: | 6.0 |
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: | tmvtnorm |
Published: | 2022-06-15 |
DOI: | 10.32614/CRAN.package.MomTrunc |
Author: | Christian E. Galarza
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Maintainer: | Christian E. Galarza <cgalarza88 at gmail.com> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | yes |
Materials: | README |
In views: | Distributions |
CRAN checks: | MomTrunc results |
Reference manual: | MomTrunc.pdf |
Package source: | MomTrunc_6.0.tar.gz |
Windows binaries: | r-devel: MomTrunc_6.0.zip, r-release: MomTrunc_6.0.zip, r-oldrel: MomTrunc_6.0.zip |
macOS binaries: | r-release (arm64): MomTrunc_6.0.tgz, r-oldrel (arm64): MomTrunc_6.0.tgz, r-release (x86_64): MomTrunc_6.0.tgz, r-oldrel (x86_64): MomTrunc_6.0.tgz |
Old sources: | MomTrunc archive |
Reverse imports: | CensMFM, HeckmanEM, lqr, RcppCensSpatial, skewlmm |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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