Package ‘relliptical’

Abstract:

This function approximates the mean vector and variance-covariance matrix for some particular truncated elliptical distributions through Monte Carlo integration for the truncated variables and using properties of the conditional expectation for the non-truncated variables. It supports the pvariate Normal (Normal), Student-t (t), Power Exponential (PE), Pearson VII (PVII), Slash (Slash), and Contaminated Normal (CN) distribution.

Año de publicación:

2021

Keywords:

Fuente:

google