RTMBdist (version 0.1.0)

trunct2: Truncated t distribution with location and scale

Description

Density, distribution function, quantile function, and random generation for the truncated t distribution with location mu and scale sigma.

Usage

dtrunct2(x, df, mu = 0, sigma = 1, min = -Inf, max = Inf, log = FALSE)
ptrunct2(q, df, mu = 0, sigma = 1, min = -Inf, max = Inf,
         lower.tail = TRUE, log.p = FALSE)
qtrunct2(p, df, mu = 0, sigma = 1, min = -Inf, max = Inf,
         lower.tail = TRUE, log.p = FALSE)
rtrunct2(n, df, mu = 0, sigma = 1, min = -Inf, max = Inf)

Value

dtrunct2 gives the density, ptrunct2 gives the distribution function, qtrunct2 gives the quantile function, and rtrunct2 generates random deviates.

Arguments

x, q

vector of quantiles

df

degrees of freedom parameter, must be positive.

mu

location parameter.

sigma

scale 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 dtrunct2 allows for automatic differentiation with RTMB.

Examples

x <- rtrunct2(1, df = 5, mu = 2, sigma = 3, min = -1, max = 5)
d <- dtrunct2(x, df = 5, mu = 2, sigma = 3, min = -1, max = 5)
p <- ptrunct2(x, df = 5, mu = 2, sigma = 3, min = -1, max = 5)
q <- qtrunct2(p, df = 5, mu = 2, sigma = 3, min = -1, max = 5)