cdens {truncgof} | R Documentation |
For a given distribution function cdens
builds a conditional density function
with respect to a relevant treshold.
cdens(distn, H)
distn |
character string naming the distribution function for which the conditional density is to be built |
H |
a treshold value |
For x >= H the conditional density f* of a density f is given by
f*_theta(x) = f(x|x>=H) = f_theta(x)/(1-F_theta(x)),
with theta the parameters of the distribution, F the cumulative distribution function and H the treshhold value. For x < H, f* disappear.
The conditional density of the specified density function with arguments x
, the relevant
parameters and the treshold H
predefined as the value of cdens' argument H
. x
can be a numeric value or numeric vector, but must be greater or equal to H
.
density functions, e.g. dlnorm
, dgamma
, etc.
require(MASS) set.seed(123) treshold <- 10 xc <- rlnorm(100, 2, 2) # complete sample xt <- xc[xc >= treshold] # left truncated sample clnorm <- cdens("plnorm", H = treshold) args(clnorm) # mle fitting based on the complete sample start <- list(meanlog = 2, sdlog = 1) fitdistr(xc, dlnorm, start = start) # mle fitting based on the truncated sample fitdistr(xt, clnorm, start = start) # in contrast fitdistr(xt, dlnorm, start = start)