Truncated t distribution

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)

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 \(P[X <= x]\), otherwise \(P[X > x]\).

p

vector of probabilities

n

number of random values to return.

Value

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

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)