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Truncated t distribution with location and scale

trunct2.Rd

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)

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

p

vector of probabilities

n

number of random values to return.

Value

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

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)