[R] Truncated Normal Distribution and Truncated Pareto distribution

[Rubén Roa]

-----Mensaje original-----
De: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] En nombre de Julia Cains
Enviado el: lunes, 19 de abril de 2010 9:22
Para: r-help at r-project.org
Asunto: [R] Truncated Normal Distribution and Truncated Pareto distribution

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

-----------
See
library(MASS)
?fitdistr
You can define your customized truncated density as a function in the parameter densfun of fitdistr.

See also
http://www.mail-archive.com/r-help@stat.math.ethz.ch/msg34540.html
http://www.mail-archive.com/r-help@stat.math.ethz.ch/msg34548.html

HTH

____________________________________________________________________________________ 

Dr. Rubén Roa-Ureta
AZTI - Tecnalia / Marine Research Unit
Txatxarramendi Ugartea z/g
48395 Sukarrieta (Bizkaia)
SPAIN


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