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
problem with function "Truncate" in package "distr"
3 messages · Duarte Viana, Uwe Ligges, Peter Ruckdeschel
On 21.09.2011 11:53, Duarte Viana wrote:
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.
Some question for the author of package distr, I believe. Uwe Ligges
Duarte Viana
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2 days later
Am 21.09.2011 17:05, schrieb Uwe Ligges:
On 21.09.2011 11:53, Duarte Viana wrote:
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.
Some question for the author of package distr, I believe. Uwe Ligges
seconded, Uwe, and settled off-line [BTW was an issue of the globally set accuracy]. Best, Peter (one of the authors of distr)