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truncnormbayes: Estimates Moments for a Truncated Normal Distribution using 'Stan'
Finds the posterior modes for the mean and standard deviation for a truncated normal distribution with one or two known truncation points. The method used extends Bayesian methods for parameter estimation for a singly truncated normal distribution under the Jeffreys prior (see Zhou X, Giacometti R, Fabozzi FJ, Tucker AH (2014). "Bayesian estimation of truncated data with applications to operational risk measurement". <doi:10.1080/14697688.2012.752103>). This package additionally allows for a doubly truncated normal distribution.
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Package details |
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| Author | Mika Braginsky [aut], Leon Tran [aut], Maya Mathur [ctb], Peter Solymos [cre, ctb] (<https://orcid.org/0000-0001-7337-1740>) |
| Maintainer | Peter Solymos <peter@analythium.io> |
| License | GPL (>= 3) |
| Version | 0.0.3 |
| URL | https://github.com/mathurlabstanford/truncnormbayes https://mathurlabstanford.github.io/truncnormbayes/ |
| Package repository | View on CRAN |
| Installation |
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