[R] problem with function "Truncate" in package "distr"

Uwe Ligges ligges at statistik.tu-dortmund.de
Wed Sep 21 17:05:38 CEST 2011



On 21.09.2011 11:53, Duarte Viana wrote:
> Hello all,
>
> Can someone tell me why the following mixture of two log-normal
> distributions does not get truncated? What puzzles me is that the
> function works almost always, but for certain combinations (like the
> one below), it does not.
>
> # R code example
> library(distr)
> mix<-UnivarMixingDistribution(Lnorm(3.2,0.5),Lnorm(5.4,0.6),mixCoeff=c(0.3,0.7))
> mix.trunc<-Truncate(mix,lower=0.001,upper=3000)
> distr.sample<-r(mix.trunc)(1000000)
> range(distr.sample)
>
> Why do I get values over 3000 (which was the defoned upper limit)?
>
> Some help would be greatly appreciated.


Some question for the author of package distr, I believe.

Uwe Ligges



> Duarte Viana
>
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