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
 [aut, cre],
Larissa Avila Matos
[ctb],
Christian Galarza Morales
[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:
Downloads:
Reverse dependencies:
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