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truncnormbayes  

Estimates Moments for a Truncated Normal Distribution using 'Stan'
View on CRAN: Click here


Download and install truncnormbayes package within the R console
Install from CRAN:
install.packages("truncnormbayes")

Install from Github:
library("remotes")
install_github("cran/truncnormbayes")

Install by package version:
library("remotes")
install_version("truncnormbayes", "0.0.3")



Attach the package and use:
library("truncnormbayes")
Maintained by
Peter Solymos
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-08-22
Latest Update: 2023-08-23
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". <doi:10.1080/14697688.2012.752103>). This package additionally allows for a doubly truncated normal distribution.
How to cite:
Peter Solymos (2022). truncnormbayes: Estimates Moments for a Truncated Normal Distribution using 'Stan'. R package version 0.0.3, https://cran.r-project.org/web/packages/truncnormbayes. Accessed 12 Jun. 2026.
Previous versions and publish date:
0.0.1 (2022-08-22 16:40), 0.0.2 (2022-09-09 12:30)
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Complete documentation for truncnormbayes
Functions, R codes and Examples using the truncnormbayes R package
Some associated functions: trunc_est . truncnormbayes-package . 
Some associated R codes: models.R . stanmodels.R . truncnormbayes-package.R . utils.R .  Full truncnormbayes package functions and examples
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