rtruncnormRcpp: Sample from a truncated normal distribution

In drkowal/rSTAR: MCMC and EM algorithms for Simultaneous Transformation and Rounding (STAR) Models

Sample from a truncated normal distribution

Description

Sample from a truncated normal distribution. Samples are drawn componentwise, so each component of the vector is allowed its own mean, standard deviation, and upper and lower limits. The components are assumed to be independent.

Usage

rtruncnormRcpp(y_lower, y_upper, mu, sigma, u_rand)

Arguments

y_lower	m x 1 vector of lower endpoints
y_upper	m x 1 vector of upper endpoints
mu	m x 1 vector of conditional expectations
sigma	m x 1 vector of conditional standard deviations
u_rand	m x 1 vector of uniform random variables

Value

z_star m x 1 draw from the truncated normal distribution

Note

This function uses Rcpp for computational efficiency.

drkowal/rSTAR documentation built on July 5, 2023, 2:18 p.m.