estimateTruncatedNormalParameters {rotRPackage} | R Documentation |
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.
estimateTruncatedNormalParameters(numericalSample, testLevel = 0.975)
numericalSample |
A vector containing the sample. |
testLevel |
the test level. (scalar in [0:1]) |
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. |
Pierre-Matthieu Pair, Régis Lebrun.
# Standard TruncatedNormal distribution example. numericalSample <- rnorm(1000, 3, 1.5) numericalSample <- numericalSample[numericalSample > 0.0 && numericalSample < 5.0] print(estimateTruncatedNormalParameters(numericalSample))