qfun {clustMD}R Documentation

Helper internal function for dtmvnom()

Description

Internal function.

Usage

qfun(a, b, S)

Arguments

a

a vector of lower thresholds.

b

a vector of upper thresholds.

S

the covariance matrix of the untruncated distribution.

Value

Output required for dtmvnom function.

References

Kan, R., & Robotti, C. (2016). On Moments of Folded and Truncated Multivariate Normal Distributions. Available at SSRN.


[Package clustMD version 1.2.1 Index]