relliptical: The Truncated Elliptical Family of Distributions

It offers random numbers generation from members of the truncated multivariate elliptical family of distribution such as the truncated versions of the Normal, Student-t, Pearson VII, Slash, Logistic, among others. Particular distributions can be provided by specifying the density generating function. It also computes the first two moments (covariance matrix as well) for some particular distributions. References used for this package: Galarza, C. E., Matos, L. A., Castro, L. M., & Lachos, V. H. (2022). Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution. Journal of Multivariate Analysis, 189, 104944 <doi:10.1016/j.jmva.2021.104944>; Ho, H. J., Lin, T. I., Chen, H. Y., & Wang, W. L. (2012). Some results on the truncated multivariate t distribution. Journal of Statistical Planning and Inference, 142(1), 25-40 <doi:10.1016/j.jspi.2011.06.006>; Valeriano, K. A., Galarza, C. E., & Matos, L. A. (2021). Moments and random number generation for the truncated elliptical family of distributions. arXiv preprint <arXiv:2112.09319>.

Version: 1.2.0
Imports: FuzzyNumbers.Ext.2, matrixcalc, methods, Rcpp, Rdpack, Ryacas0, stats
LinkingTo: RcppArmadillo, Rcpp
Suggests: ggExtra, ggplot2, gridExtra
Published: 2022-05-25
Author: Katherine A. L. Valeriano ORCID iD [aut, cre], Larissa Avila Matos ORCID iD [ctb], Christian Galarza Morales ORCID iD [ctb]
Maintainer: Katherine A. L. Valeriano <katandreina at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS
In views: Distributions
CRAN checks: relliptical results

Documentation:

Reference manual: relliptical.pdf

Downloads:

Package source: relliptical_1.2.0.tar.gz
Windows binaries: r-devel: relliptical_1.2.0.zip, r-release: relliptical_1.2.0.zip, r-oldrel: relliptical_1.2.0.zip
macOS binaries: r-release (arm64): relliptical_1.2.0.tgz, r-oldrel (arm64): relliptical_1.2.0.tgz, r-release (x86_64): relliptical_1.2.0.tgz, r-oldrel (x86_64): relliptical_1.2.0.tgz
Old sources: relliptical archive

Reverse dependencies:

Reverse imports: ARpLMEC

Linking:

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