[R] Truncated Normal Distribution and Truncated Pareto distribution

[yves croissant]

The truncreg package fits the truncated normal model.



Le lundi 19 avril 2010 à 00:21 -0700, Julia Cains a écrit :
> Dear R helpers,
> 
> I have a bimodal dataset dealing with loss amounts. I have divided this dataset into two with the bounds for the first dataset i.e. dataset-A being 5,000$ to 100,000$ and the dataset-B deals with the losses exceeding 100,000$ i.e. dataset-B is left truncated. 
> 
> I need to fit truncated normal disribution to dataset - I having lower bound of 5000 and upper bound of 100,000. While I need to fit truncated Pareto for the lossess exceeding 100,000$.
> 
> Is there any package in R which will guide me to fit these two distrubitions also giving KS (Kolmogorov Smirnov) test and Anderson Darling test results.
> 
> Please guide
> 
> Julia
> 
> 
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