MomTrunc (5.87)

0 users

Moments of Folded and Doubly Truncated Multivariate Distributions.

http://cran.r-project.org/web/packages/MomTrunc

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. References used for this package: Arellano-Valle, R. B. & Genton, M. G. (2005). On fundamental skew distributions. Journal of Multivariate Analysis, 96, 93-116. Galarza C.E., Matos L.A., Dey D.K. & Lachos V.H. (2019) On Moments of Folded and Truncated Multivariate Extended Skew-Normal Distributions. Technical report. ID 19-14. University of Connecticut. .

Maintainer: Christian E. Galarza
Author(s): Christian E. Galarza, Raymond Kan and Victor H. Lachos

License: GPL (>= 2)

Uses: hypergeo, mvtnorm, Rcpp, tlrmvnmvt, tmvtnorm, TTmoment

Released about 1 month ago.


11 previous versions

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of MomTrunc yet. Want to be the first? Write one now.


Related packages: BiasedUrn, CircStats, Davies, GLDEX, GSM, HI, HyperbolicDist, LearnBayes, Lmoments, MCMCpack, Runuran, SuppDists, VGAM, agricolae, bayesm, benchden, circular, compositions, copula, distrDoc(20 best matches, based on common tags.)


Search for MomTrunc on google, google scholar, r-help, r-devel.

Visit MomTrunc on R Graphical Manual.