Moments of Folded and Doubly Truncated Multivariate Distributions

It computes the raw moments for the truncated and folded multivariate normal, Skew-normal (SN), Extended skew normal (ESN) and Student's t-distribution. It also offers specific functions to compute the mean and variance-covariance matrix as well as the cumulative distribution function (cdf) for the folded normal, SN, ESN, and folded t-distribution. Density and random deviates are offered for the ESN (SN as particular case) distribution. Most algorithms are extensions based on Kan, R., & Robotti, C. (2017) .


Reference manual

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4.51 by Christian E. Galarza, 8 days ago

Browse source code at

Authors: Christian E. Galarza , Victor H. Lachos

Documentation:   PDF Manual  

GPL (>= 2) license

Imports mvtnorm

Suggests TTmoment

See at CRAN