RTMBdist (version 0.1.0)

trunct: Truncated t distribution

Description

Density, distribution function, quantile function, and random generation for the truncated t distribution.

Usage

dtrunct(x, df, min = -Inf, max = Inf, log = FALSE)
ptrunct(q, df, min = -Inf, max = Inf, lower.tail = TRUE, log.p = FALSE)
qtrunct(p, df, min = -Inf, max = Inf, lower.tail = TRUE, log.p = FALSE)
rtrunct(n, df, min = -Inf, max = Inf)

Value

dtrunct gives the density, ptrunct gives the distribution function, qtrunct gives the quantile function, and rtrunct generates random deviates.

Arguments

x, q

vector of quantiles

df

degrees of freedom parameter, must be positive.

min, max

truncation bounds.

log, log.p

logical; if TRUE, probabilities/densities \(p\) are returned as \(\log(p)\).

lower.tail

logical; if TRUE, probabilities are \(P[X \le x]\), otherwise \(P[X > x]\).

p

vector of probabilities

n

number of random values to return.

Details

This implementation of dtrunct allows for automatic differentiation with RTMB.

Examples

x <- rtrunct(1, df = 5, min = -1, max = 5)
d <- dtrunct(x, df = 5, min = -1, max = 5)
p <- ptrunct(x, df = 5, min = -1, max = 5)
q <- qtrunct(p, df = 5, min = -1, max = 5)