On 7/23/2008 3:41 PM, cindy Guo wrote:
Hi, I want to generate random samples from truncated normal say
Normal(0,1)Indicator((0,1),(2,4)). It has more than one intervals. In the
library msm, it seems to me that the 'lower' and 'upper' arguments can only
be a number. I tried rtnorm(1,mean=0,sd=1, lower=c(0,2),upper=c(1,4)) and it
didn't work. Can you tell me how I can do truncated normal at more than one
intervals?
The inverse CDF method will work. For example, this untested code:
rtruncnorm <- function(n, mean=0, sd=1, lower=-Inf, upper=Inf) {
plower <- pnorm(lower, mean, sd) # get the probability values for the
# lower limits
pupper <- pnorm(upper, mean, sd) # ditto for the upper limits
p <- plower + (pupper - plower)*runif(n) # get random values between
# those
qnorm(p, mean, sd) # invert the CDFs
}
As I said, this is untested, but it should work if all of mean, sd,
lower, and upper are the same length, and in some cases where they aren't.
Duncan Murdoch
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