rtnorm: Truncated Normal Random Variates

In BayesBridge: Bridge Regression

Description

Sample from a truncated normal distribution.

Usage

rtnorm(num=1, mu=0.0, sig=1.0, left=-Inf, right=Inf)

Arguments

num	The number of random variates to generate.
mu	The mean.
sig	The standard deviation.
left	The left truncation point.
right	The right truncation point.

Details

This routine follows Robert (1995) to sample a truncated normal.

For mu, sig, left, and right you may send sequences of parameters in addition to scalars.

References

Christian Robert. Simulation of truncated normal random variables. Statistics and Computing. 1995. Vol 5, p. 121-125.

Examples

  samp = rtnorm(100, c(-1.0, 1.0), c(0.5, 0.2), -4, 4);

BayesBridge documentation built on May 29, 2017, 10:40 a.m.