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trunmnt: Moments of Truncated Multivariate Normal Distribution

Computes the product moments of the truncated multivariate normal distribution, particularly for cases involving patterned variance-covariance matrices. It also has the capability to calculate these moments with arbitrary positive-definite matrices, although performance may degrade for high-dimensional variables.

Version: 1.0.0
Depends: R (≥ 4.1.0)
Imports: fastGHQuad, Rcpp, RcppArmadillo
LinkingTo: Rcpp, RcppArmadillo, fastGHQuad
Suggests: MomTrunc (≥ 6.1), truncnorm (≥ 1.0.9), tmvtnorm (≥ 1.7), testthat, R.rsp
Published: 2025-12-01
DOI: 10.32614/CRAN.package.trunmnt
Author: Seung-Chun Lee [aut, cre]
Maintainer: Seung-Chun Lee <seung at hs.ac.kr>
License: GPL-2
NeedsCompilation: yes
CRAN checks: trunmnt results

Documentation:

Reference manual: trunmnt.html , trunmnt.pdf
Vignettes: trunmnt: An R package for calculating moments in a truncated multivariate normal distribution (source)

Downloads:

Package source: trunmnt_1.0.0.tar.gz
Windows binaries: r-devel: trunmnt_1.0.0.zip, r-release: trunmnt_1.0.0.zip, r-oldrel: trunmnt_1.0.0.zip
macOS binaries: r-release (arm64): trunmnt_1.0.0.tgz, r-oldrel (arm64): trunmnt_1.0.0.tgz, r-release (x86_64): trunmnt_1.0.0.tgz, r-oldrel (x86_64): trunmnt_1.0.0.tgz

Linking:

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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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