MomTrunc

MaRDI QIDQ54063swMATHCRANFDO

Authors Christian E. Galarza, Victor Lachos Davila

Last update 28 October 2024

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 6.0, 1.37, 1.41, 2.37, 3.19, 4.51, 4.59, 5.57, 5.63, 5.69, 5.71, 5.79, 5.87, 5.89, 5.91, 5.97, 6.0, PACKAGES.rds, 6.1

Official website https://cran.r-project.org/web/packages/MomTrunc/index.html

Source code repository https://github.com/cran/MomTrunc

Description

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.

Described by source

• An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses
• On moments of folded and truncated multivariate Student-\(t\) distributions based on recurrence relations

Cited in

(36)

• RcppCensSpatial
• Moments and random number generation for the truncated elliptical family of distributions
• CensMFM
• tlrmvnmvt
• TTmoment
• astrodatR
• lqr
• skewlmm
• mnormt
• tmvtnorm
• A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation
• Heckman selection-\(t\) model: parameter estimation via the EM-algorithm
• Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution
• Finite mixture modeling of censored and missing data using the multivariate skew-normal distribution
• Some properties of the unified skew-normal distribution
• Robust clustering of multiply censored data via mixtures of \(t\) factor analyzers
• tlmec
• censReg
• lmec
• qrNLMM
• EMMIXcskew
• SMNCensReg
• CensMixReg
• BayesCR
• hypergeo
• MODISTools
• roptim
• MoEClust
• On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions
• PartCensReg
• armspp
• HeckmanEM
• relliptical
• RcppCensSpatial
• ARpLMEC
• FMCensSkewReg

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