truncnormbayes

Estimates Moments for a Truncated Normal Distribution using 'Stan'

CRAN 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 FJ, Tucker AH (2014). "Bayesian estimation of truncated data with applications to operational risk measurement". ). This package additionally allows for a doubly truncated normal distribution.

  • Version0.0.3
  • R version≥ 3.4.0
  • LicenseGPL (≥ 3)
  • Needs compilation?Yes
  • Last release08/23/2023

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  • Depends1 package
  • Imports6 packages
  • Suggests3 packages
  • Linking To6 packages