Truncated Random Variables

A collection of tools to evaluate probability density functions, cumulative distribution functions, quantile functions and random numbers for truncated random variables. These functions are provided to also compute the expected value and variance. Nadarajah and Kotz (2006) developed most of the functions. QQ plots can be produced. All the probability functions in the stats, stats4 and evd packages are automatically available for truncation..


Reference manual

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1.0-2 by Frederick Novomestky, 5 years ago

Browse source code at

Authors: Frederick Novomestky <[email protected]> , Saralees Nadarajah <[email protected]>

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL (>= 2) license

Depends on stats4, evd

Imported by BASS, BayesCR, CARBayesST, DPWeibull, EnviroPRA, OBASpatial, StatRank, deBInfer, multinma, revengc, ssmn.

Depended on by rportfolios.

Suggested by ExtDist, PAsso, greta, spam.

See at CRAN