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dlnorm
2006 Aug 18
0
Fitting Truncated Lognormal to a truncated data set (was: fitting truncated normal distribution)
...ng to fit Truncated Lognormal to a data set that is
'truncated' from above a certain value, say, 0.01. Below is what I
was able to come up with. I would appreciate it if you could review
and make any necessary changes.
# This is modified off the code for 'dtnorm' of library(msm).
dtlnorm <- function (n, mean = 0, sd = 1, lower = -Inf, upper = Inf)
{
ret <- numeric()
if (length(n) > 1)
n <- length(n)
while (length(ret) < n) {
y <- rlnorm(n - length(ret), mean, sd)
y <- y[y >= lower & y <= upper]
ret <- c(ret, y)...