Package: relliptical 1.3.0
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, Laplace, 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., and 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., and 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., and Matos, L. A. (2021). Moments and random number generation for the truncated elliptical family of distributions. Statistics and Computing, 33(1), 32 <doi:10.1007/s11222-022-10200-4>.
Authors:
relliptical_1.3.0.tar.gz
relliptical_1.3.0.tar.gz(r-4.5-noble)relliptical_1.3.0.tar.gz(r-4.4-noble)
relliptical_1.3.0.tgz(r-4.4-emscripten)relliptical_1.3.0.tgz(r-4.3-emscripten)
relliptical.pdf |relliptical.html✨
relliptical/json (API)
NEWS
# Install 'relliptical' in R: |
install.packages('relliptical', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 10 months agofrom:170faef5af. Checks:OK: 2. Indexed: no.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Dec 04 2024 |
R-4.5-linux-x86_64 | OK | Dec 04 2024 |
Exports:mvtellipticalrtelliptical
Dependencies:cliFuzzyNumbersFuzzyNumbers.Ext.2matrixcalcrbibutilsRcppRcppArmadilloRdpackrlangRyacas0settingsxml2
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Mean and Variance for Truncated Multivariate Elliptical Distributions | mvtelliptical |
Sampling Random Numbers from Truncated Multivariate Elliptical Distributions | rtelliptical |