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:	6.1
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:	2024-10-28
DOI:	10.32614/CRAN.package.MomTrunc
Author:	Christian E. Galarza [aut, cre, trl], Raymond Kan [ctb], Victor H. Lachos [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_6.1.tar.gz
Windows binaries:	r-devel: MomTrunc_6.1.zip, r-release: MomTrunc_6.1.zip, r-oldrel: MomTrunc_6.1.zip
macOS binaries:	r-release (arm64): MomTrunc_6.1.tgz, r-oldrel (arm64): MomTrunc_6.1.tgz, r-release (x86_64): MomTrunc_6.1.tgz, r-oldrel (x86_64): MomTrunc_6.1.tgz
Old sources:	MomTrunc archive

Reverse dependencies:

Reverse imports:

CensMFM, HeckmanEM, lqr, RcppCensSpatial, skewlmm

Linking:

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