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.

Package details

AuthorMika Braginsky [aut], Leon Tran [aut], Maya Mathur [ctb], Peter Solymos [cre, ctb] (<>)
MaintainerPeter Solymos <>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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truncnormbayes documentation built on Aug. 23, 2023, 9:06 a.m.