crch (version 1.0-4)

tt: The Truncated Student-t Distribution

Description

Density, distribution function, quantile function, and random generation for the left and/or right truncated student-t distribution with df degrees of freedom.

Usage

dtt(x, location = 0, scale = 1, df, left = -Inf, right = Inf, log = FALSE)

ptt(q, location = 0, scale = 1, df, left = -Inf, right = Inf, lower.tail = TRUE, log.p = FALSE)

rtt(n, location = 0, scale = 1, df, left = -Inf, right = Inf)

qtt(p, location = 0, scale = 1, df, left = -Inf, right = Inf, lower.tail = TRUE, log.p = FALSE)

Value

dtt gives the density, ptt gives the distribution function, qtt gives the quantile function, and rtt

generates random deviates.

Arguments

x, q

vector of quantiles.

p

vector of probabilities.

n

number of observations. If length(n) > 1, the length is taken to be the number required.

location

location parameter.

scale

scale parameter.

df

degrees of freedom (> 0, maybe non-integer). df = Inf is allowed.

left

left censoring point.

right

right censoring point.

log, log.p

logical; if TRUE, probabilities p are given as log(p).

lower.tail

logical; if TRUE (default), probabilities are P[X <= x] otherwise, P[X > x].

Details

If location or scale are not specified they assume the default values of 0 and 1, respectively. left and right have the defaults -Inf and Inf respectively.

The truncated student-t distribution has density $$f(x) = 1/\sigma \tau((x - \mu)/\sigma) / (T((right - \mu)/\sigma) - T((left - \mu)/\sigma))$$ for \(left \le x \le right\), and 0 otherwise.

where \(T\) and \(\tau\) are the cumulative distribution function and probability density function of the student-t distribution with df degrees of freedom respectively, \(\mu\) is the location of the distribution, and \(\sigma\) the scale.

See Also