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.


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Reference manual

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install.packages("TTmoment")

1.0 by Hsiu J. Ho, 6 years ago


Browse source code at https://github.com/cran/TTmoment


Authors: Hsiu J. Ho , Tsung-I Lin , Wan-Lun Wang , Aldo M. Garay , Victor H. Lachos , and Mauricio Castro


Documentation:   PDF Manual  


Task views: Probability Distributions


GPL-2 license


Depends on mvtnorm


Imported by ARpLMEC.

Suggested by MomTrunc, relliptical.


See at CRAN