trunct2: Truncated t distribution with location and scale

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

Truncated t distribution with location and scale

Description

Density, distribution function, quantile function, and random generation for the truncated t distribution with location mu and scale sigma.

Usage

dtrunct2(x, df, mu = 0, sigma = 1, min = -Inf, max = Inf, log = FALSE)

ptrunct2(q, df, mu = 0, sigma = 1, min = -Inf, max = Inf,
         lower.tail = TRUE, log.p = FALSE)

qtrunct2(p, df, mu = 0, sigma = 1, min = -Inf, max = Inf,
         lower.tail = TRUE, log.p = FALSE)

rtrunct2(n, df, mu = 0, sigma = 1, min = -Inf, max = Inf)

Arguments

x, q	vector of quantiles
df	degrees of freedom parameter, must be positive.
mu	location parameter.
sigma	scale 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 dtrunct2 allows for automatic differentiation with RTMB.

Value

dtrunct2 gives the density, ptrunct2 gives the distribution function, qtrunct2 gives the quantile function, and rtrunct2 generates random deviates.

Examples

x <- rtrunct2(1, df = 5, mu = 2, sigma = 3, min = -1, max = 5)
d <- dtrunct2(x, df = 5, mu = 2, sigma = 3, min = -1, max = 5)
p <- ptrunct2(x, df = 5, mu = 2, sigma = 3, min = -1, max = 5)
q <- qtrunct2(p, df = 5, mu = 2, sigma = 3, min = -1, max = 5)

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