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: 6.0
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: 2022-06-15
DOI: 10.32614/CRAN.package.MomTrunc
Author: Christian E. Galarza ORCID iD [aut, cre, trl], Raymond Kan ORCID iD [ctb], Victor H. Lachos ORCID iD [aut, ths]
Maintainer: Christian E. Galarza <cgalarza88 at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README
In views: Distributions
CRAN checks: MomTrunc results


Reference manual: MomTrunc.pdf


Package source: MomTrunc_6.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): MomTrunc_6.0.tgz, r-oldrel (arm64): MomTrunc_6.0.tgz, r-release (x86_64): MomTrunc_6.0.tgz, r-oldrel (x86_64): MomTrunc_6.0.tgz
Old sources: MomTrunc archive

Reverse dependencies:

Reverse imports: CensMFM, HeckmanEM, lqr, RcppCensSpatial, skewlmm


Please use the canonical form to link to this page.