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mmtdiff  

Moment-Matching Approximation for t-Distribution Differences
View on CRAN: Click here


Download and install mmtdiff package within the R console
Install from CRAN:
install.packages("mmtdiff")

Install from Github:
library("remotes")
install_github("cran/mmtdiff")

Install by package version:
library("remotes")
install_version("mmtdiff", "1.0.0")



Attach the package and use:
library("mmtdiff")
Maintained by
Yusuke Yamaguchi
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-01-27
Latest Update: 2026-01-27
Description:
Implements the moment-matching approximation for differences of non-standardized t-distributed random variables in both univariate and multivariate settings. The package provides density, distribution function, quantile function, and random generation for the approximated distributions of t-differences. The methodology establishes the univariate approximated distributions through the systematic matching of the first, second, and fourth moments, and extends it to multivariate cases, considering both scenarios of independent components and the more general multivariate t-distributions with arbitrary dependence structures. Methods build on the classical moment-matching approximation method (e.g., Casella and Berger (2024) <doi:10.1201/9781003456285>).
How to cite:
Yusuke Yamaguchi (2026). mmtdiff: Moment-Matching Approximation for t-Distribution Differences. R package version 1.0.0, https://cran.r-project.org/web/packages/mmtdiff. Accessed 09 Mar. 2026.
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Full mmtdiff package functions and examples
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