estimateTruncatedNormalParameters {rotRPackage}R Documentation

Estimates the underlying truncated normal distribution parameters from a sample.

Description

This ROT function, called from a TruncatedNormalFactory C++ object, is given a sample and returns the estimated parameters of the underlying TruncatedNormal distribution, as well as the corresponding confidence intervals of required level.

Usage

estimateTruncatedNormalParameters(numericalSample, testLevel = 0.975)

Arguments

numericalSample A vector containing the sample.
testLevel the test level. (scalar in [0:1])

Value

A list is returned, containing :

distribution The distribution name.
mu The estimated mu parameter.
sigma The sigma parameter.
a The aParameter parameter.
b The bParameter parameter.
confidenceIntervalmu CI for the mu parameter (vector).
confidenceIntervalsigma CI for the sigma parameter (vector).
logLikelihood The model loglikelihood.

Author(s)

Pierre-Matthieu Pair, Régis Lebrun.

Examples

# Standard TruncatedNormal distribution example.
numericalSample <- rnorm(1000, 3, 1.5)
numericalSample <- numericalSample[numericalSample > 0.0 &&
numericalSample < 5.0]
print(estimateTruncatedNormalParameters(numericalSample))

[Package rotRPackage version 1.4.3 Index]