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.
| Version: |
0.0.2 |
| Depends: |
R (≥ 3.4.0) |
| Imports: |
methods, Rcpp (≥ 0.12.0), RcppParallel (≥ 5.0.1), Rdpack, rstan (≥ 2.18.1), rstantools (≥ 2.2.0), stats |
| LinkingTo: |
BH (≥ 1.66.0), Rcpp (≥ 0.12.0), RcppEigen (≥ 0.3.3.3.0), RcppParallel (≥ 5.0.1), rstan (≥ 2.18.1), StanHeaders (≥
2.18.0) |
| Suggests: |
testthat (≥ 3.0.0), truncnorm (≥ 1.0), withr (≥ 2.5.0) |
| Published: |
2022-09-09 |
| Author: |
Mika Braginsky [aut, cre],
Leon Tran [aut],
Maya Mathur [ctb] |
| Maintainer: |
Mika Braginsky <mika.br at gmail.com> |
| BugReports: |
https://github.com/leonkt/truncnormbayes/issues |
| License: |
GPL (≥ 3) |
| URL: |
https://github.com/leonkt/truncnormbayes |
| NeedsCompilation: |
yes |
| SystemRequirements: |
GNU make |
| CRAN checks: |
truncnormbayes results |
Documentation:
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