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Last data update: 2014.03.03

R: The symmetric truncated normal distribution.

Normal_sym_trunc_ab

R Documentation

The symmetric truncated normal distribution.

Description

Density, distribution, quantile, random number generation and parameter estimation functions for the symmetric truncated normal distribution with parameters, sigma, a and b which represent the lower and upper truncation points respectively. Parameter estimation can be based on a weighted or unweighted i.i.d sample and can be carried out numerically.

Usage

dNormal_sym_trunc_ab(x, sigma = 0.3, a = 0, b = 1, params = list(sigma,
  a, b), ...)

pNormal_sym_trunc_ab(q, sigma = 0.3, a = 0, b = 1, params = list(mu = 2,
  sigma = 5, a = 0, b = 1), ...)

qNormal_sym_trunc_ab(p, sigma = 0.3, a = 0, b = 1, params = list(mu = 2,
  sigma = 5, a = 0, b = 1), ...)

rNormal_sym_trunc_ab(n, mu = 2, sigma = 3, a = 0, b = 1,
  params = list(sigma, a, b), ...)

eNormal_sym_trunc_ab(X, w, method = "numerical.MLE", ...)

lNormal_sym_trunc_ab(X, w, mu = 2, sigma = 3, a = 0, b = 1,
  params = list(sigma, a, b), logL = TRUE, ...)

Arguments

`x,q`	A vector of quantiles.
`a,b`	Boundary parameters.
`params`	A list that includes all named parameters.
`...`	Additional parameters
`p`	A vector of probabilities.
`n`	Number of observations.
`mu,sigma`	Shape parameters.
`X`	Sample observations.
`w`	An optional vector of sample weights.
`method`	Parameter estimation method.
`logL`	logical;if TRUE, lNormal_sym_trunc_ab gives the log-likelihood, otherwise the likelihood is given.

Details

The normal symmetric truncated distribution is a special case of the trucated normal distribution. See Normal_trunc_ab.

Value

dNormal_sym_trunc_ab gives the density, pNormal_sym_trunc_ab the distribution function, qNormal_sym_trunc_ab the quantile function, rNormal_sym_trunc_ab generates random deviates,and eNormal_sym_trunc_ab estimates the parameters. lNormal_sym_trunc_ab provides the log-likelihood function.

Author(s)

Haizhen Wu and A. Jonathan R. Godfrey.