[R] truncated normal

[Thomas Lumley]

On Thu, 9 May 2002, Thomas Lumley wrote:

> On Thu, 9 May 2002 scott.ctr.summerill at tc.faa.gov wrote:
>
> > Does anyone know of an R-function that will generate an observation from a
> > truncated normal (left or right) with a mu and sigma2? Any correspondence
> > would be greatly appreciated.
> >
>
> No, but you can do it by inverting the cdf
> eg
>   rtnorm<-function(n,mu,sigma2,left){
> 	lp<-pnorm(left)
> 	u<-lp+(1-lp)*runif(n)
> 	qnorm(u,m=mu,s=sigma2)
> 	}
>

Or actually more like
   rtnorm<-function(n,mu,sigma2,left){
      sigma<-sqrt(sigma2)
       lp<-pnorm(left,m=mu,s=sigma)
       u<-lp+(1-lp)*runif(n)
       qnorm(u,m=mu,s=sigma)
      }

but David Brahm's code is more general

	-thomas


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