MomTrunc: Moments of Folded and Doubly Truncated Multivariate Distributions

It computes arbitrary products moments (mean vector and variance-covariance matrix), for some double truncated (and folded) multivariate distributions. These distributions belong to the family of selection elliptical distributions, which includes well known skewed distributions as the unified skew-t distribution (SUT) and its particular cases as the extended skew-t (EST), skew-t (ST) and the symmetric student-t (T) distribution. Analogous normal cases unified skew-normal (SUN), extended skew-normal (ESN), skew-normal (SN), and symmetric normal (N) are also included. Density, probabilities and random deviates are also offered for these members. References used for this package: Arellano-Valle, R. B. & Genton, M. G. (2005). On fundamental skew distributions. Journal of Multivariate Analysis, 96, 93-116. Galarza C.E., Matos L.A., Dey D.K. & Lachos V.H. (2019) On Moments of Folded and Truncated Multivariate Extended Skew-Normal Distributions. Technical report. ID 19-14. University of Connecticut. <>.

Version: 5.89
Depends: R (≥ 3.6.0)
Imports: Rcpp (≥ 1.0.1), mvtnorm (≥ 1.0.11), tlrmvnmvt (≥ 1.1.0), hypergeo
LinkingTo: Rcpp (≥ 1.0.1), RcppArmadillo, mvtnorm
Suggests: TTmoment, tmvtnorm
Published: 2020-06-14
Author: Christian E. Galarza, Raymond Kan and Victor H. Lachos
Maintainer: Christian E. Galarza <cgalarza88 at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
In views: Distributions
CRAN checks: MomTrunc results


Reference manual: MomTrunc.pdf
Package source: MomTrunc_5.89.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: MomTrunc_5.89.tgz, r-oldrel: MomTrunc_5.89.tgz
Old sources: MomTrunc archive

Reverse dependencies:

Reverse imports: CensMFM


Please use the canonical form to link to this page.