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MomTrunc: Moments of Folded and Doubly Truncated Multivariate Distributions

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
Author: Christian E. Galarza ORCID iD [aut, cre, trl], Raymond Kan ORCID iD [ctb], Victor H. Lachos ORCID iD [aut, ths]
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

Documentation:

Reference manual: MomTrunc.pdf

Downloads:

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 dependencies:

Reverse imports: HeckmanEM, lqr, RcppCensSpatial, skewlmm

Linking:

Please use the canonical form https://CRAN.R-project.org/package=MomTrunc to link to this page.

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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