[R] fitting truncated normal distribution

Sundar Dorai-Raj sundar.dorai-raj at pdf.com
Wed Aug 16 17:35:17 CEST 2006

Sorry, didn't notice that you *did* mention dtnorm is part of msm. 
Ignore that part of the advice...


Sundar Dorai-Raj wrote:
> aon.912182281.tmp at aon.at wrote:
>>I am a new user of R and found the function dtnorm() in the package msm.
>>My problem now is, that it is not possible for me to get the mean and sd out of a sample when I want a left-truncated normal distribution starting at "0".
>>fitdistr(x,dtnorm, start=list(mean=0, sd=1))
>>returns the error message 
>>"Fehler in "[<-"(`*tmp*`, x >= lower & x <= upper, value = numeric(0)) :    nichts zu ersetzen"
>>I don't know, where to enter the lower/upper value. Is there a possibility to program the dtnorm function by myself?
>>Thank you very much in advance for your help,
>>Versendet durch aonWebmail (webmail.aon.at)
>>R-help at stat.math.ethz.ch mailing list
>>PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>>and provide commented, minimal, self-contained, reproducible code.
> Hi, Markus,
> You should always supply the package name where dtnorm is located. My 
> guess is most don't know (as I didn't) it is part of the msm package. 
> Also, you should supply a reproducible example so others may understand 
> your particular problem. For example, when I ran your code on data 
> generated from "rtnorm" (also part of msm) I got warnings related to the 
> NaNs generated in pnorm and qnorm, but no error as you reported. Both of 
> these suggestions are in the posting guide (see signature above).
> So, to answer your problem, here's a quick example.
> library(MASS) ## for fitdistr
> library(msm) ## for dtnorm
> dtnorm0 <- function(x, mean = 0, sd = 1, log = FALSE) {
>    dtnorm(x, mean, sd, 0, Inf, log)
> }
> set.seed(1) ## to others may reproduce my results exactly
> x <- rtnorm(100, lower = 0)
> fitdistr(x, dtnorm0, start = list(mean = 0, sd = 1))
> Note, the help page ?fitdistr suggests additional parameters may be 
> passed to the density function (i.e. dtnorm) or optim. However, this 
> won't work here because "lower" is an argument for both functions. This 
> is the reason for writing dtnorm0 which has neither a lower or an upper 
> argument.
> HTH,
> --sundar
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

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