Normal_sym_trunc_ab: The symmetric truncated normal distribution.

Description

Density, distribution, quantile, random number generation and parameter estimation functions for the symmetric truncated normal distribution with parameters, sigma, a and b which represent the lower and upper truncation points respectively. Parameter estimation can be based on a weighted or unweighted i.i.d sample and can be carried out numerically.

Usage

dNormal_sym_trunc_ab(x, sigma = 0.3, a = 0, b = 1, params = list(sigma,
  a, b), ...)
pNormal_sym_trunc_ab(q, sigma = 0.3, a = 0, b = 1, params = list(mu = 2,
  sigma = 5, a = 0, b = 1), ...)
qNormal_sym_trunc_ab(p, sigma = 0.3, a = 0, b = 1, params = list(mu = 2,
  sigma = 5, a = 0, b = 1), ...)
rNormal_sym_trunc_ab(n, mu = 2, sigma = 3, a = 0, b = 1,
  params = list(sigma, a, b), ...)
eNormal_sym_trunc_ab(X, w, method = "numerical.MLE", ...)
lNormal_sym_trunc_ab(X, w, mu = 2, sigma = 3, a = 0, b = 1,
  params = list(sigma, a, b), logL = TRUE, ...)

Value

dNormal_sym_trunc_ab gives the density, pNormal_sym_trunc_ab the distribution function, qNormal_sym_trunc_ab the quantile function, rNormal_sym_trunc_ab generates random deviates,and eNormal_sym_trunc_ab estimates the parameters. lNormal_sym_trunc_ab provides the log-likelihood function.

Arguments

x,q: A vector of quantiles.
a,b: Boundary parameters.
params: A list that includes all named parameters.
...: Additional parameters
p: A vector of probabilities.
n: Number of observations.
mu,sigma: Shape parameters.
X: Sample observations.
w: An optional vector of sample weights.
method: Parameter estimation method.
logL: logical;if TRUE, lNormal_sym_trunc_ab gives the log-likelihood, otherwise the likelihood is given.

Author

Haizhen Wu and A. Jonathan R. Godfrey.

Details