Package: truncnormbayes 0.0.3

Peter Solymos

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:Mika Braginsky [aut], Leon Tran [aut], Maya Mathur [ctb], Peter Solymos [cre, ctb]

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manual.pdf |manual.html✨
card.svg |card.png
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

Pkgdown/docs site:https://mathurlabstanford.github.io

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

cpp

3.18 score 3 scripts 227 downloads 1 exports 49 dependencies

Last updated from:777fb093bf. Checks:12 OK, 1 FAIL. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK341
linux-devel-x86_64OK340
source / vignettesOK321
linux-release-arm64OK390
linux-release-x86_64OK355
macos-release-arm64OK276
macos-release-x86_64OK817
macos-oldrel-arm64OK214
macos-oldrel-x86_64OK506
windows-develOK514
windows-releaseOK527
windows-oldrelOK512
wasm-releaseFAIL150

Exports:trunc_est

Dependencies:abindbackportsBHcallrcheckmateclicpp11descdistributionalfarvergenericsggplot2gluegridExtragtableinlineisobandlabelinglifecycleloomagrittrmatrixStatsnumDerivpillarpkgbuildpkgconfigposteriorprocessxpsQuickJSRR6rbibutilsRColorBrewerRcppRcppEigenRcppParallelRdpackrlangrstanrstantoolsS7scalesStanHeaderstensorAtibbleutf8vctrsviridisLitewithr