Moments of Truncated Multivariate Normal Distribution
Mean and variance for a truncated multivariate normal distribution.
Creating an S3 object for computing the product moment
Compute the probability mass after truncation.
Compute the product moment.
Moments of Truncated Multivariate Normal Distribution.
Compute the -th order moment for an univariate truncated normal dis...
Computes the product moments of the truncated multivariate normal distribution, particularly for cases involving patterned variance-covariance matrices. It also has the capability to calculate these moments with arbitrary positive-definite matrices, although performance may degrade for high-dimensional variables.