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DESCRIPTION
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DESCRIPTION
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Package: truncnormbayes
Title: Estimates Moments for a Truncated Normal Distribution using 'Stan'
Version: 0.0.3
Authors@R: c(
person("Mika", "Braginsky", role = c("aut"), email = "mika.br@gmail.com"),
person("Leon", "Tran", role = "aut", email = "leontk@stanford.edu"),
person("Maya", "Mathur", role = "ctb", email = "mmathur@stanford.edu"),
person("Peter", "Solymos", email = "peter@analythium.io", role = c("cre", "ctb"), comment = c(ORCID = "0000-0001-7337-1740"))
)
Description: 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.
URL: https://github.com/mathurlabstanford/truncnormbayes,
https://mathurlabstanford.github.io/truncnormbayes/
BugReports: https://github.com/mathurlabstanford/truncnormbayes/issues
License: GPL (>= 3)
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.2.3
Biarch: true
RdMacros: Rdpack
Depends:
R (>= 3.4.0)
Imports:
methods,
Rcpp (>= 0.12.0),
RcppParallel (>= 5.0.1),
Rdpack,
rstan (>= 2.18.1),
rstantools (>= 2.2.0),
stats
LinkingTo:
BH (>= 1.66.0),
Rcpp (>= 0.12.0),
RcppEigen (>= 0.3.3.3.0),
RcppParallel (>= 5.0.1),
rstan (>= 2.18.1),
StanHeaders (>= 2.18.0)
Suggests:
testthat (>= 3.0.0),
truncnorm (>= 1.0),
withr (>= 2.5.0)
Config/testthat/edition: 3
SystemRequirements: GNU make