RcppTN: Rcpp-Based Truncated Normal Distribution RNG and Family

R-level and C++-level functionality to generate random deviates from and calculate moments of a Truncated Normal distribution using the algorithm of Robert (1995) <DOI:10.1007/BF00143942>. In addition to RNG, functions for calculating moments, densities, and entropies are provided at both levels.

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Package details

AuthorJonathan Olmsted [aut, cre]
MaintainerJonathan Olmsted <jpolmsted@gmail.com>
LicenseGPL (>= 2)
URL http://github.com/olmjo/RcppTN
Package repositoryView on CRAN
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RcppTN documentation built on May 2, 2019, 8:54 a.m.