rtruncated_normal

An <code>unsigned int</code> indicating the number of observations to generate.

A <code>double</code> indicating the mean of the normal.

A <code>double</code> indicating the standard deviation of the normal.

sigma

A <code>double</code> that is the lower bound of the truncated normal.

A <code>double</code> that is the upper bound of the truncated normal.

Enables sampling from a truncated normal

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

James Balamuta

rtruncated_normal: Truncated Normal Distribution Sampling Algorithm

Description

Usage

Arguments