[R] problem with function "Truncate" in package "distr"

Duarte Viana viana.sptd at gmail.com
Wed Sep 21 11:53:07 CEST 2011


Hello all,

Can someone tell me why the following mixture of two log-normal
distributions does not get truncated? What puzzles me is that the
function works almost always, but for certain combinations (like the
one below), it does not.

# R code example
library(distr)
mix<-UnivarMixingDistribution(Lnorm(3.2,0.5),Lnorm(5.4,0.6),mixCoeff=c(0.3,0.7))
mix.trunc<-Truncate(mix,lower=0.001,upper=3000)
distr.sample<-r(mix.trunc)(1000000)
range(distr.sample)

Why do I get values over 3000 (which was the defoned upper limit)?

Some help would be greatly appreciated.

Duarte Viana



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