tnorm function

Truncated univariate normal distribution

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 mu and of standard deviations sd are recycled.

If mu or sd are not specified they assume the default values of 0 and 1, respectively.

Arguments

• n: number of observations
• p: vector or matrix of probabilities
• mu: vector of means
• sd: vector of standard deviations
• lb: vector of lower truncation limits
• ub: vector of upper truncation limits
• method: string, either of fast or invtransfo

Returns

vector or matrix of random variates (rtnorm) or of quantiles (ptnorm), depending on the input

Examples

rtnorm(n = 10, mu = 2, lb = 1:10, ub = 2:11, method = "fast")
qtnorm(runif(10), mu = 2, lb = 1:10, ub = 2:11, sd = 1)