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trunmnt (version 1.0.0)

Moments of Truncated Multivariate Normal Distribution

Description

Computes the product moments of the truncated multivariate normal distribution, particularly for cases involving patterned variance-covariance matrices. It also has the capability to calculate these moments with arbitrary positive-definite matrices, although performance may degrade for high-dimensional variables.

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Version

Install

install.packages('trunmnt')

Version

1.0.0

License

GPL-2

Maintainer

Seung-Chun Lee

Last Published

December 1st, 2025

Functions in trunmnt (1.0.0)

probntrun

Compute the probability mass after truncation.
prodmnt

Compute the product moment.
trunmnt-package

Moments of Truncated Multivariate Normal Distribution.
utrunmnt

Compute the \(k\)-th order moment for an univariate truncated normal distribution.
mtrunmnt

Creating an S3 object for computing the product moment
meanvar

Mean and variance for a truncated multivariate normal distribution.