truncnormbayes: Estimates Moments for a Truncated Normal Distribution using 'Stan'

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 ORCID iD [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:

Reference manual: truncnormbayes.pdf

Downloads:

Package source: truncnormbayes_0.0.3.tar.gz
Windows binaries: r-devel: truncnormbayes_0.0.3.zip, r-release: truncnormbayes_0.0.3.zip, r-oldrel: truncnormbayes_0.0.3.zip
macOS binaries: r-release (arm64): truncnormbayes_0.0.3.tgz, r-oldrel (arm64): truncnormbayes_0.0.3.tgz, r-release (x86_64): truncnormbayes_0.0.3.tgz, r-oldrel (x86_64): truncnormbayes_0.0.3.tgz
Old sources: truncnormbayes archive

Linking:

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