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Nope! My DW used to wake me up screaming when she'd have a bad dream, but that doesn't count either.
I'm guessing some kind of cat - bobcat or lion. I have a sister lives across the river from NJ and she has seen Mt Lions on her remote property. But without actually hearing it I'd only be guessing. Years ago when I lived back in PA, near where sis lives, my DW woke me up one night because she heard a screaming outside. It lasted something like the OP described. I went out and investigated, but by then it had ended. The next morning in the light of day I found where some animal had killed a rabbit and left some fur laying around. So, it could have been something killing a rabbit too.