truncateddistrib: Truncated distributions

In sensitivity: Global Sensitivity Analysis of Model Outputs and Importance Measures

Truncated distributions

Description

dnorm.trunc, pnorm.trunc, qnorm.trunc and rnorm.trunc are functions for the Truncated Normal Distribution. dgumbel.trunc, pgumbel.trunc, qgumbel.trunc and rgumbel.trunc are functions for the Truncated Gumbel Distribution.

Usage

dnorm.trunc(x, mean = 0, sd = 1, min = -1e6, max = 1e6)
pnorm.trunc(q, mean = 0, sd = 1, min = -1e6, max = 1e6)
qnorm.trunc(p, mean = 0, sd = 1, min = -1e6, max = 1e6)
rnorm.trunc(n, mean = 0, sd = 1, min = -1e6, max = 1e6)
dgumbel.trunc(x, loc = 0, scale = 1, min = -1e6, max = 1e6)
pgumbel.trunc(q, loc = 0, scale = 1, min = -1e6, max = 1e6)
qgumbel.trunc(p, loc = 0, scale = 1, min = -1e6, max = 1e6)
rgumbel.trunc(n, loc = 0, scale = 1, min = -1e6, max = 1e6)

Arguments

x, q	vector of quantiles
p	vector of probabilities
n	number of observations
mean, sd	means and standard deviation parameters
loc, scale	location and scale parameters
min	vector of minimal bound values
max	vector of maximal bound values

Details

See dnorm for details on the Normal distribution. The Gumbel distribution comes from the evd package. See dgumbel for details on the Gumbel distribution.

Value

dnorm.trunc and dgumbel.trunc give the density, pnorm and pgumbel.trunc give the distribution function, qnorm and qgumbel.trunc give the quantile function, rnorm and rgumbel.trunc generate random deviates.

Author(s)

Gilles Pujol and Bertrand Iooss

sensitivity documentation built on Sept. 11, 2024, 9:09 p.m.