MomTrunc

Moments of Folded and Doubly Truncated Multivariate Distributions

It computes the raw moments for the folded and truncated multivariate normal 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 and folded t-distribution. Algorithms are extensions based on Kan, R., & Robotti, C. (2017) <doi:10.1080/10618600.2017.1322092>.

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Description file content

Package
MomTrunc
Type
Package
Title
Moments of Folded and Doubly Truncated Multivariate Distributions
Version
1.41
Author
Christian E. Galarza, Victor H. Lachos
Maintainer
Christian E. Galarza
Imports
matrixcalc, mvtnorm
Suggests
TTmoment
Description
It computes the raw moments for the folded and truncated multivariate normal 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 and folded t-distribution. Algorithms are extensions based on Kan, R., & Robotti, C. (2017) .
License
GPL (>= 2)
NeedsCompilation
no
Packaged
2018-02-11 19:18:29 UTC; ra143711
Repository
CRAN
Date/Publication
2018-02-11 19:25:31 UTC

install.packages('MomTrunc')

1.41

10 days ago

Christian E. Galarza

GPL (>= 2)

Imports

matrixcalc, mvtnorm

Suggests

TTmoment

Discussions