BayesBridge (version 0.6)

rtnorm: Truncated Normal Random Variates

Description

Sample from a truncated normal distribution.

Usage

rtnorm(num=1, mu=0.0, sig=1.0, left=-Inf, right=Inf)

Arguments

num

The number of random variates to generate.

mu

The mean.

sig

The standard deviation.

left

The left truncation point.

right

The right truncation point.

Details

This routine follows Robert (1995) to sample a truncated normal.

For mu, sig, left, and right you may send sequences of parameters in addition to scalars.

References

Christian Robert. Simulation of truncated normal random variables. Statistics and Computing. 1995. Vol 5, p. 121-125.

Examples

  samp = rtnorm(100, c(-1.0, 1.0), c(0.5, 0.2), -4, 4);