Package: MomTrunc
Type: Package
Title: Moments of Folded and Doubly Truncated Multivariate
        Distributions
Version: 5.97
Date: 2021-02-13
Author: Christian E. Galarza, Raymond Kan and Victor H. Lachos
Maintainer: Christian E. Galarza <cgalarza88@gmail.com>
Description: 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. <https://stat.uconn.edu/tech-reports-2019/>.
License: GPL (>= 2)
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: TTmoment, tmvtnorm
NeedsCompilation: yes
Packaged: 2021-03-01 21:42:41 UTC; cgala
Repository: CRAN
Date/Publication: 2021-03-01 22:20:07 UTC
Built: R 4.0.5; x86_64-w64-mingw32; 2022-04-21 08:48:52 UTC; windows
Archs: i386, x64
