rtruncated: Simulates from a truncated probability distribution

In LearnBayes: Functions for Learning Bayesian Inference

Description

Simulates a sample from a truncated distribution where the functions for the cdf and inverse cdf are available.

Usage

rtruncated(n,lo,hi,pf,qf,...)

Arguments

n	size of simulated sample
lo	low truncation point
hi	high truncation point
pf	function containing cdf of untruncated distribution
qf	function containing inverse cdf of untruncated distribution
...	parameters used in the functions pf and qf

Value

vector of simulated draws from distribution

Author(s)

Jim Albert

Examples

# want a sample of 10 from normal(2, 1) distribution truncated below by 3
n=10
lo=3
hi=Inf
rtruncated(n,lo,hi,pnorm,qnorm,mean=2,sd=1)
# want a sample of 20 from beta(2, 5) distribution truncated to (.3, .8)
n=20
lo=0.3
hi=0.8
rtruncated(n,lo,hi,pbeta,qbeta,2,5)

LearnBayes documentation built on May 1, 2019, 7:03 p.m.