Description Usage Arguments Details Author(s) References
Generate one sample from N(mu,sig^2)1_{x < above}
1 | rand_truncated_normal_rej_above(mu, sig, above)
|
mu |
mean |
sig |
standard deviation |
above |
cutoff |
Generate one sample from N(mu,sig^2)1_{x < above}
Hao Wang ; Sophia Zhengzi Li
Proposition 2.3 C. P. Robert 'Simulation of truncated normal variables' see also Wang and Li (2011) "Efficient Gaussian Graphical Model Determination without Approximating Normalizing Constant of the G-Wishart distribution " http://www.stat.sc.edu/~wang345/RESEARCH/GWishart/GWishart.html
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.