tnorm: Truncated univariate normal distribution

In lbelzile/TruncatedNormal: Truncated Multivariate Normal and Student Distributions

Truncated univariate normal distribution

Description

The function provides efficient state-of-the-art random number generation of a vector of truncated univariate distribution of the same length as the lower bound vector. The function is vectorized and the vector of means mu and of standard deviations sd are recycled.

If mu or sd are not specified they assume the default values of 0 and 1, respectively.

Arguments

n	number of observations
p	vector or matrix of probabilities
mu	vector of means
sd	vector of standard deviations
lb	vector of lower truncation limits
ub	vector of upper truncation limits
method	string, either of fast or invtransfo

Value

vector or matrix of random variates (rtnorm) or of quantiles (ptnorm), depending on the input

Examples

rtnorm(n = 10, mu = 2, lb = 1:10, ub = 2:11, method = "fast")
qtnorm(runif(10), mu = 2, lb = 1:10, ub = 2:11, sd = 1)

lbelzile/TruncatedNormal documentation built on March 4, 2024, 5:50 p.m.