TTmoment (version 1.0)

Sampling and Calculating the First and Second Moments for the Doubly Truncated Multivariate t Distribution

Description

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.

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Install

install.packages('TTmoment')

Monthly Downloads

10

Version

1.0

License

GPL-2

Maintainer

Last Published

May 16th, 2015

Functions in TTmoment (1.0)