dtrunc: Probability density function of truncated random variables

Description Usage Arguments Details Value References Examples

Description

This function computes values for the probability density function of a truncated random variable. It was originally implemented in package truncdist and slightly modified to return zeros in case that the trunction interval [a, b] is not inside the support of the density function.

Usage

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dtrunc(x, spec, a = -Inf, b = Inf, ...)

Arguments

x

A numeric vector of quantile values

spec

a character value that specifies the underlying probability distribution

a

a numeric value for the lower bound of the random variable

b

a numeric value for the upper bound of the random variable

...

other arguments are passed to the corresponding quantile function

Details

The R function is used to access the required probability density and cumulative distribution functions of the underlying unrestricted random variable.

Value

A vector of density function values.

References

Nadarajah, S. and S. Kotz, 2006. R Programs for Computing Truncated Distributions, Journal of Statistical Software, 16, August 2006, http://www.jstatsoft.org/v16/c02

Examples

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x <- seq(0, 3, 0.1)
dtrunc(x, spec = "norm", a = 1, b = 2)
curve(dtrunc(x, spec = "norm", a = -Inf, b = 1), -10, 2)

## Not run: 
# different results for intervals outside the support of the density function: 
truncdist::dtrunc(x, spec = "norm", a = 20, b = 30) # gives error
momcalc::dtrunc(x, spec = "norm", a = 20, b = 30) # gives only a warning
## End(Not run)

CharlotteJana/momcalc documentation built on Oct. 17, 2019, 7:21 a.m.