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.
Version: 0.0.3 Depends: R (≥ 3.4.0) Imports: methods, Rcpp (≥ 0.12.0), RcppParallel (≥ 5.0.1), Rdpack, rstan (≥ 2.18.1), rstantools (≥ 2.2.0), stats LinkingTo: BH (≥ 1.66.0), Rcpp (≥ 0.12.0), RcppEigen (≥ 0.3.3.3.0), RcppParallel (≥ 5.0.1), rstan (≥ 2.18.1), StanHeaders (≥ 2.18.0) Suggests: testthat (≥ 3.0.0), truncnorm (≥ 1.0), withr (≥ 2.5.0) Published: 2023-08-23 DOI: 10.32614/CRAN.package.truncnormbayes Author: Mika Braginsky [aut], Leon Tran [aut], Maya Mathur [ctb], Peter Solymos [cre, ctb] Maintainer: Peter Solymos <peter at analythium.io> BugReports: https://github.com/mathurlabstanford/truncnormbayes/issues License: GPL (≥ 3) URL: https://github.com/mathurlabstanford/truncnormbayes, https://mathurlabstanford.github.io/truncnormbayes/ NeedsCompilation: yes SystemRequirements: GNU make Materials: README NEWS CRAN checks: truncnormbayes results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=truncnormbayes to link to this page.
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