trunct: Truncated t distribution

In RTMBdist: Distributions Compatible with Automatic Differentiation by 'RTMB'

Truncated t distribution

Description

Density, distribution function, quantile function, and random generation for the truncated t distribution.

Usage

dtrunct(x, df, min = -Inf, max = Inf, log = FALSE)

ptrunct(q, df, min = -Inf, max = Inf, lower.tail = TRUE, log.p = FALSE)

qtrunct(p, df, min = -Inf, max = Inf, lower.tail = TRUE, log.p = FALSE)

rtrunct(n, df, min = -Inf, max = Inf)

Arguments

x, q	vector of quantiles
df	degrees of freedom parameter, must be positive.
min, max	truncation bounds.
log, log.p	logical; if TRUE, probabilities/densities p are returned as \log(p).
lower.tail	logical; if TRUE, probabilities are P[X \le x], otherwise P[X > x].
p	vector of probabilities
n	number of random values to return.

Details

This implementation of dtrunct allows for automatic differentiation with RTMB.

Value

dtrunct gives the density, ptrunct gives the distribution function, qtrunct gives the quantile function, and rtrunct generates random deviates.

Examples

x <- rtrunct(1, df = 5, min = -1, max = 5)
d <- dtrunct(x, df = 5, min = -1, max = 5)
p <- ptrunct(x, df = 5, min = -1, max = 5)
q <- qtrunct(p, df = 5, min = -1, max = 5)

RTMBdist documentation built on April 1, 2026, 5:07 p.m.