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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: | 0.0.3 |
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: | 2023-08-23 |
DOI: | 10.32614/CRAN.package.truncnormbayes |
Author: | Mika Braginsky [aut], Leon Tran [aut], Maya Mathur [ctb], Peter Solymos [cre, ctb] |
Maintainer: | Peter Solymos <peter at analythium.io> |
BugReports: | https://github.com/mathurlabstanford/truncnormbayes/issues |
License: | GPL (≥ 3) |
URL: | https://github.com/mathurlabstanford/truncnormbayes, https://mathurlabstanford.github.io/truncnormbayes/ |
NeedsCompilation: | yes |
SystemRequirements: | GNU make |
Materials: | README NEWS |
CRAN checks: | truncnormbayes results |
Reference manual: | truncnormbayes.pdf |
Package source: | truncnormbayes_0.0.3.tar.gz |
Windows binaries: | r-devel: truncnormbayes_0.0.3.zip, r-release: truncnormbayes_0.0.3.zip, r-oldrel: truncnormbayes_0.0.3.zip |
macOS binaries: | r-release (arm64): truncnormbayes_0.0.3.tgz, r-oldrel (arm64): truncnormbayes_0.0.3.tgz, r-release (x86_64): truncnormbayes_0.0.3.tgz, r-oldrel (x86_64): truncnormbayes_0.0.3.tgz |
Old sources: | truncnormbayes archive |
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These binaries (installable software) and packages are in development.
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