Moments of Folded and Doubly Truncated Multivariate Distributions
Cumulative distribution function for folded multivariate distributions
Multivariate Extended-Skew Normal Density, Probablilities and Random D...
Multivariate Extended-Skew t Density, Probablilities and Random Deviat...
Multivariate Skew Normal Density and Probabilities and Random Deviates
Multivariate Skew t Density, Probablilities and Random Deviates Genera...
Monte Carlo Mean and variance for doubly truncated multivariate distri...
Mean and variance for folded multivariate distributions
Mean and variance for doubly truncated multivariate distributions
Moments for folded multivariate distributions
Moments for doubly truncated multivariate distributions
tools:::Rd_package_title("MomTrunc")
Mean for doubly truncated multivariate distributions
Multivariate normal and Student-t probabilities
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.