| 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.
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)
MASS::fitdistr(xc, dlnorm, start = start)
# mle fitting based on the truncated sample
MASS::fitdistr(xt, clnorm, start = start)
# in contrast
MASS::fitdistr(xt, dlnorm, start = start)