Written with Chris Hans.
Email questions about the code to pfc <AT> stat.osu.edu
An R package with functions for univariate truncated normal distributions.
The R package itself is contained in the folder
For Mac OS and Linux, make sure you have the C and fortran compilers
installed. After installing the
devtools R package type
devtools::install_github("truncatedNormals", user="petercraigmile", subdir="truncatedNormals")
For windows, download the file truncatedNormals.zip from the
releases folder. Then:
Open the R gui, by doubling clicking on the R icon.
Click on the
Packagesmenu and select
Install package(s) from local zip files.... Find the zip file and press
Your R package will be installed.
After installation, type
library(truncatedNormals) to use the R library.
- Section 2 of Geweke, J. (1991). "Efficient simulation from the multivariate normal and student-t distributions subject to linear constraints". In Keramidas, E. M., editor, Computing Science and Statistics: Proceedings of the Twenty-Third Symposium on the Interface, pages 571-578. Interface Foundation of North America, Fairfax, VA.