Density, distribution function, quantile function, random generation
and expected value function for the truncated normal distribution
with mean equal to 'mean' and standard deviation equal to 'sd'.
number of observations. If 'length(n) > 1', the length is
taken to be the number required.
a
vector of lower bounds. These may be -Inf
b
vector of upper bounds. These may be Inf
mean
vector of means.
sd
vector of standard deviations.
Details
If mean or sd are not specified they assume the default values of
0 and 1, respectively. The values of a, b,
mean and sd are recycled as needed.
Value
'dtruncnorm' gives the density, 'ptruncnorm' gives the distribution
function, 'qtruncnorm' gives the quantile function, 'rtruncnorm'
generates random deviates, 'etruncnorm' gives the expected value and
'vtruncnorm' the variance of the distribution.
The accept-reject sampler follows the description given in
Geweke, J. (1991). Efficient simulation from the multivariate normal
and student-t distributions subject to linear constraints. In
Computing Science and Statistics: Proceedings of the 23rd Symposium on
the Interface, Ed. E. Keramidas and S. Kaufman, pp. 571-8. Fairfax
Station, VA: Interface Foundation of North America.