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.


Reference manual

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1.0 by Hsiu J. Ho, 6 years ago

Browse source code at

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