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relliptical
View on CRAN: Click
here
Download and install relliptical package within the R console
Install from CRAN:
install.packages("relliptical")
Install from Github:
library("remotes")
install_github("cran/relliptical")
Install by package version:
library("remotes")
install_version("relliptical", "1.3.0")
Attach the package and use:
library("relliptical")
Maintained by
Katherine A. L. Valeriano
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-09-15
Latest Update: 2022-05-25
Description:
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 ; 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 ; 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 .
How to cite:
Katherine A. L. Valeriano (2021). relliptical: The Truncated Elliptical Family of Distributions. R package version 1.3.0, https://cran.r-project.org/web/packages/relliptical. Accessed 21 Dec. 2024.
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Complete documentation for relliptical
Functions, R codes and Examples using
the relliptical R package
Some associated functions: mvtelliptical . rtelliptical .
Some associated R codes: Compute_Moments.R . Random_Numbers.R . RcppExports.R . relliptical-package.R . Full relliptical package functions and examples
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