Moments of Folded and Doubly Truncated Multivariate
Distributions
Description
It computes the raw moments for the truncated and folded multivariate normal, Skew-normal (SN), Extended skew normal (ESN) and Student's t-distribution. It also offers specific functions to compute the mean and variance-covariance matrix as well as the cumulative distribution function (cdf) for the folded normal, SN, ESN, and folded t-distribution. Density and random deviates are offered for the ESN (SN as particular case) distribution. Most algorithms are extensions based on Kan, R., & Robotti, C. (2017) .