truncnormbayes-package: truncnormbayes: Estimates Moments for a Truncated Normal...

In truncnormbayes: Estimates Moments for a Truncated Normal Distribution using 'Stan'

truncnormbayes: Estimates Moments for a Truncated Normal Distribution using 'Stan'

Description

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". \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/14697688.2012.752103")}). This package additionally allows for a doubly truncated normal distribution.

Author(s)

Maintainer: Peter Solymos [e-mail] (ORCID) [contributor]

Authors:

• Mika Braginsky [e-mail]

• Leon Tran [e-mail]

Other contributors:

• Maya Mathur [e-mail] [contributor]

References

\insertRef

zhou2014truncnormbayes

\insertRef

stan2022truncnormbayes

See Also

Useful links:

• https://github.com/mathurlabstanford/truncnormbayes

• https://mathurlabstanford.github.io/truncnormbayes/

• Report bugs at https://github.com/mathurlabstanford/truncnormbayes/issues

truncnormbayes documentation built on Aug. 23, 2023, 9:06 a.m.