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truncnormbayes

Estimates Moments for a Truncated Normal Distribution using 'Stan'

Finds the posterior modes for the mean and standard deviation for a truncated normal distribution with one or two known truncation points. The method used extends Bayesian methods for parameter estimation for a singly truncated normal distribution under the Jeffreys prior (see Zhou X, Giacometti R, Fabozzi FJ, Tucker AH (2014). "Bayesian estimation of truncated data with applications to operational risk measurement". <doi:10.1080/14697688.2012.752103>). This package additionally allows for a doubly truncated normal distribution.

Versions across snapshots

VersionRepositoryFileSize
0.0.3 rolling linux/jammy R-4.5 truncnormbayes_0.0.3.tar.gz 551.9 KiB
0.0.3 rolling linux/noble R-4.5 truncnormbayes_0.0.3.tar.gz 558.9 KiB
0.0.3 rolling source/ R- truncnormbayes_0.0.3.tar.gz 20.8 KiB
0.0.3 latest linux/jammy R-4.5 truncnormbayes_0.0.3.tar.gz 551.9 KiB
0.0.3 latest linux/noble R-4.5 truncnormbayes_0.0.3.tar.gz 558.9 KiB
0.0.3 latest source/ R- truncnormbayes_0.0.3.tar.gz 20.8 KiB
0.0.3 2026-04-26 source/ R- truncnormbayes_0.0.3.tar.gz 20.8 KiB
0.0.3 2026-04-23 source/ R- truncnormbayes_0.0.3.tar.gz 20.8 KiB
0.0.3 2026-04-09 windows/windows R-4.5 truncnormbayes_0.0.3.zip 852.6 KiB
0.0.3 2025-04-20 source/ R- truncnormbayes_0.0.3.tar.gz 20.8 KiB

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