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. 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. <>.


Reference manual

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5.97 by Christian E. Galarza, a month ago

Browse source code at

Authors: Christian E. Galarza , Raymond Kan and Victor H. Lachos

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL (>= 2) license

Imports Rcpp, mvtnorm, tlrmvnmvt, hypergeo

Suggests TTmoment, tmvtnorm

Linking to Rcpp, RcppArmadillo, mvtnorm

Imported by CensMFM, HeckmanEM, lqr.

See at CRAN