Christian E. Galarza, Raymond Kan and Victor H. Lachos
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. <https://stat.uconn.edu/tech-reports-2019/>.
Rcpp (>= 0.12.14), mvtnorm, tlrmvnmvt, hypergeo, tmvtnorm

Rcpp (>= 1.0.1), mvtnorm (>= 1.0.11), tlrmvnmvt, hypergeo

c(person(given = "Christian E.",
family = "Galarza",
role = c("aut", "cre","trl"),
email = c("cgalarza88@gmail.com","chedgala@espol.edu.ec"),
comment = c(ORCID = "0000-0002-4818-6006")),
person(given = "Raymond",
family = "Kan",
role = "ctb",
comment = c(ORCID = "0000-0002-0578-9974")),
person(given = "Victor H.",
family = "Lachos",
role = c("aut","ths"),
email = c("hlachos@gmail.com","hlachos@uconn.edu"),
comment = c(ORCID = "0000-0002-7239-2459")))
Christian E. Galarza [aut, cre, trl]
(<https://orcid.org/0000-0002-4818-6006>),
Raymond Kan [ctb] (<https://orcid.org/0000-0002-0578-9974>),
Victor H. Lachos [aut, ths] (<https://orcid.org/0000-0002-7239-2459>)
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.