TTmoment: 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.
Version: |
1.0 |
Depends: |
mvtnorm |
Published: |
2015-05-16 |
Author: |
Hsiu J. Ho, Tsung-I Lin, Wan-Lun Wang, Aldo M. Garay, Victor H. Lachos, and Mauricio Castro |
Maintainer: |
Hsiu J. Ho <hsiujho at gmail.com> |
License: |
GPL-2 |
NeedsCompilation: |
no |
In views: |
Distributions |
CRAN checks: |
TTmoment results |
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