TTmoment: Sampling and Calculating the First and Second Moments for the Doubly Truncated Multivariate t Distribution

Computing the first two moments of the truncated multivariate t (TMVT) distribution under the double truncation. Appling the slice sampling algorithm to generate random variates from the TMVT distribution.

Version: 1.0
Depends: mvtnorm
Published: 2015-05-16
Author: Hsiu J. Ho, Tsung-I Lin, Wan-Lun Wang, Aldo M. Garay, Victor H. Lachos, and Mauricio Castro
Maintainer: Hsiu J. Ho <hsiujho at gmail.com>
License: GPL-2
NeedsCompilation: no
In views: Distributions
CRAN checks: TTmoment results

Downloads:

Reference manual: TTmoment.pdf
Package source: TTmoment_1.0.tar.gz
Windows binaries: r-devel: TTmoment_1.0.zip, r-release: TTmoment_1.0.zip, r-oldrel: TTmoment_1.0.zip
macOS binaries: r-release: TTmoment_1.0.tgz, r-oldrel: TTmoment_1.0.tgz

Reverse dependencies:

Reverse suggests: MomTrunc

Linking:

Please use the canonical form https://CRAN.R-project.org/package=TTmoment to link to this page.