tnorm

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 <code>mu</code> and 
of standard deviations <code>sd</code> are recycled. 
If <code>mu</code> or <code>sd</code> are not specified they assume the default values of 0 and 1, respectively.

A collection of functions to deal with the truncated univariate and multivariate normal and Student distributions, described in Botev (2017) <doi:10.1111/rssb.12162> and Botev and L'Ecuyer (2015) <doi:10.1109/WSC.2015.7408180>.

Leo Belzile

TruncatedNormal

Truncated Multivariate Normal and Student Distributions

Zdravko Botev

tnorm function

<dl><dt>n</dt>
<dd>number of observations</dd>
<dt>p</dt>
<dd>vector or matrix of probabilities</dd>
<dt>mu</dt>
<dd>vector of means</dd>
<dt>sd</dt>
<dd>vector of standard deviations</dd>
<dt>lb</dt>
<dd>vector of lower truncation limits</dd>
<dt>ub</dt>
<dd>vector of upper truncation limits</dd>
<dt>method</dt>
<dd>string, either of <code>fast</code> or <code>invtransfo</code></dd></dl>

Arguments

Truncated univariate normal distribution — tnorm

<dl>

<dt>n</dt>
<dd>number of observations</dd>


<dt>p</dt>
<dd>vector or matrix of probabilities</dd>


<dt>mu</dt>
<dd>vector of means</dd>


<dt>sd</dt>
<dd>vector of standard deviations</dd>


<dt>lb</dt>
<dd>vector of lower truncation limits</dd>


<dt>ub</dt>
<dd>vector of upper truncation limits</dd>


<dt>method</dt>
<dd>string, either of <code>fast</code> or <code>invtransfo</code></dd>

</dl>

tnorm: Truncated univariate normal distribution

Description

Value

Arguments

Examples