demo/test.rtnorm.R

In BART: Bayesian Additive Regression Trees

library(BART)

N <- 1
T <- 8
MU <- 5
SD <- 0.5

set.seed(12)

rtnorm(N, MU, SD, T)

set.seed(12)

rtnorm(N, MU, SD, T)

set.seed(12)

N <- 10000

y <- rtnorm(N, MU, SD, T)

x <- seq(T, T+2*SD, length.out=1000)

plot(x, dnorm(x, MU, SD)/pnorm(T, MU, SD, lower.tail=FALSE),
     lty=2, type='l',
     ylab=expression(N(MU, SD^2)))
lines(density(y, from=T))
abline(v=T)

##dev.copy2pdf(file='test.rtnorm.pdf')