relliptical - The Truncated Elliptical Family of Distributions
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
<doi:10.1016/j.jmva.2021.104944>; 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 <doi:10.1016/j.jspi.2011.06.006>;
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 <doi:10.1007/s11222-022-10200-4>.
