MomTrunc

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Moments of Folded and Doubly Truncated Multivariate Distributions

Victor Lachos Davila, Christian E. Galarza

Last update: 15 June 2022

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

Software version identifier: 6.0

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

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 (13)

• skewlmm
• 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
• 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
• On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions
• Some properties of the unified skew-normal distribution
• HeckmanEM
• RcppCensSpatial
• Moments and random number generation for the truncated elliptical family of distributions
• lqr
• Robust clustering of multiply censored data via mixtures of \(t\) factor analyzers
• CensMFM

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