powered by
dtmvnom()
Internal function.
qfun(a, b, S)
Output required for dtmvnom function.
a vector of lower thresholds.
a vector of upper thresholds.
the covariance matrix of the untruncated distribution.
Kan, R., & Robotti, C. (2016). On Moments of Folded and Truncated Multivariate Normal Distributions. Available at SSRN.