Build a conditional density function

Description

For a given distribution function cdens builds a conditional density function with respect to a relevant treshold.

Usage

cdens(distn, H)

Arguments

Details

For x >= H the conditional density f* of a density f is given by

f*_theta(x) = f(x|x>=H) = f_theta(x)/(1-F_theta(x)),

with theta the parameters of the distribution, F the cumulative distribution function and H the treshhold value. For x < H, f* disappear.

Value

The conditional density of the specified density function with arguments x, the relevant parameters and the treshold H predefined as the value of cdens' argument H. x can be a numeric value or numeric vector, but must be greater or equal to H.

See Also

density functions, e.g. dlnorm, dgamma, etc.

Examples

require(MASS)
set.seed(123)
treshold <- 10
xc  <- rlnorm(100, 2, 2)   # complete sample
xt <- xc[xc >= treshold]   # left truncated sample

clnorm <- cdens("plnorm", H = treshold)
args(clnorm)

# mle fitting based on the complete sample
start <- list(meanlog = 2, sdlog = 1)
fitdistr(xc, dlnorm, start = start)

# mle fitting based on the truncated sample
fitdistr(xt, clnorm, start = start)

# in contrast
fitdistr(xt, dlnorm, start = start)

Results