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Showing content from https://mathurlabstanford.github.io/truncnormbayes/ below:

Estimates Moments for a Truncated Normal Distribution using Stan • truncnormbayes

truncnormbayes provides functionality to estimate mean and standard deviation for a truncated normal distribution.

Specifically, this package 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, F. J., & Tucker, A. H. (2014). Bayesian estimation of truncated data with applications to operational risk measurement. Quantitative Finance, 14(5), 863-888. DOI 10.1080/14697688.2012.752103]. This package additionally allows for a doubly truncated normal distribution.

Installation

You can install the development version of truncnormbayes from GitHub with:

# install.packages("devtools")
devtools::install_github("leonkt/truncnormbayes")

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