I am using TNORM - rtnorm to simulate from a truncated normal distribution. However, the current function available allows us to define the mean and SD of the non-truncated (original) distribution and then run the simulation. http://rss.acs.unt.edu/Rdoc/library/msm/html/tnorm.html I would instead like to define the mean and SD of the non-truncated distribution. Is there a way I can solve for the original mean and SD (of non-truncated distribution) from an assume mean and SD for the truncated distribution? Thanks ! [[alternative HTML version deleted]]
I have the following code, where we need to solve for mu and sigma, when we
have mut and sdt. Can you suggest how to use a solve function in R to do
that? I am new to R and am not sure how to go from defining the functions,
to solving for them.
Thanks
truncated <- function(x)
{
mu=x[1];
sigma=x[2];
f <- function(x) (1/(sigma*sqrt(2*pi)))*exp(-(x-mu)^2/(2*sigma^2));
pdf.fun <- function(x) x*f(x);
sd.fun <- function(x) (x)^2*f(x);
st=integrate(sd.fun,lower=-Inf,upper=1)$value;
a=integrate(pdf.fun,lower=-Inf,upper=1)$value;
a1=integrate(f,lower=-Inf,upper=1)$value;
mut <- a/a1;
sdt <- sqrt((st/a1)-(a/a1)^2);
}
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