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trunmnt  

Moments of Truncated Multivariate Normal Distribution
View on CRAN: Click here


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

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

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



Attach the package and use:
library("trunmnt")
Maintained by
Seung-Chun Lee
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-12-01
Latest Update: 2025-12-01
Description:
Computes the product moments of the truncated multivariate normal distribution, particularly for cases involving patterned variance-covariance matrices. It also has the capability to calculate these moments with arbitrary positive-definite matrices, although performance may degrade for high-dimensional variables.
How to cite:
Seung-Chun Lee (2025). trunmnt: Moments of Truncated Multivariate Normal Distribution. R package version 1.0.0, https://cran.r-project.org/web/packages/trunmnt. Accessed 06 Aug. 2026.
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