Testing truncated Normal sampling
Truncated Normal latents are necessary to transform a binary BART into a continuous BART.
rtnorm(n, mean, sd, tau)
n
: Number of samples.mean
: Mean.sd
: Standard deviation.tau
: Truncation point.Returns n
truncated Normals, i.e., .
Robert C. (1995) Simulation of truncated normal variables. Statistics and computing, 5(2) , 121--125.
pbart, lbart
set.seed(12) rtnorm(1, 0, 1, 3) rtnorm(1, 0, 1, 3)
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