Package: truncnormbayes 0.0.3
truncnormbayes: Estimates Moments for a Truncated Normal Distribution using 'Stan'
Finds the posterior modes for the mean and standard deviation for a truncated normal distribution with one or two known truncation points. The method used extends Bayesian methods for parameter estimation for a singly truncated normal distribution under the Jeffreys prior (see Zhou X, Giacometti R, Fabozzi FJ, Tucker AH (2014). "Bayesian estimation of truncated data with applications to operational risk measurement". <doi:10.1080/14697688.2012.752103>). This package additionally allows for a doubly truncated normal distribution.
Authors:
truncnormbayes_0.0.3.tar.gz
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truncnormbayes.pdf |truncnormbayes.html✨
truncnormbayes/json (API)
NEWS
# Install 'truncnormbayes' in R: |
install.packages('truncnormbayes', repos = c('https://mathurlabstanford.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/mathurlabstanford/truncnormbayes/issues
Last updated 1 years agofrom:777fb093bf. Checks:OK: 1 NOTE: 8. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Aug 13 2024 |
R-4.5-win-x86_64 | NOTE | Aug 13 2024 |
R-4.5-linux-x86_64 | NOTE | Aug 13 2024 |
R-4.4-win-x86_64 | NOTE | Aug 13 2024 |
R-4.4-mac-x86_64 | NOTE | Aug 13 2024 |
R-4.4-mac-aarch64 | NOTE | Aug 13 2024 |
R-4.3-win-x86_64 | NOTE | Aug 13 2024 |
R-4.3-mac-x86_64 | NOTE | Aug 13 2024 |
R-4.3-mac-aarch64 | NOTE | Aug 13 2024 |
Exports:trunc_est
Dependencies:abindbackportsBHcallrcheckmateclicolorspacedescdistributionalfansifarvergenericsggplot2gluegridExtragtableinlineisobandlabelinglatticelifecycleloomagrittrMASSMatrixmatrixStatsmgcvmunsellnlmenumDerivpillarpkgbuildpkgconfigposteriorprocessxpsQuickJSRR6rbibutilsRColorBrewerRcppRcppEigenRcppParallelRdpackrlangrstanrstantoolsscalesStanHeaderstensorAtibbleutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
Help page | Topics |
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Estimate truncated normal distribution | trunc_est |