rtrun {bayesm} | R Documentation |

## Draw from Truncated Univariate Normal

### Description

`rtrun`

draws from a truncated univariate normal distribution.

### Usage

`rtrun(mu, sigma, a, b)`

### Arguments

`mu` |
mean |

`sigma` |
standard deviation |

`a` |
lower bound |

`b` |
upper bound |

### Details

Note that due to the vectorization of the `rnorm`

and `qnorm`

commands in R, all arguments can be vectors of equal length. This makes the inverse CDF method the most efficient to use in R.

### Value

Draw (possibly a vector)

### Warning

This routine is a utility routine that does **not** check the input arguments for proper dimensions and type.

**Note also that `rtrun`

is currently affected by the numerical accuracy of the inverse CDF function when trunctation points are far out in the tails of the distribution, where “far out” means `|a - \mu| / \sigma > 6`

and/or `|b - \mu| / \sigma > 6`

. A fix will be implemented in a future version of `bayesm`

.

### Author(s)

Peter Rossi, Anderson School, UCLA, perossichi@gmail.com.

### References

For further discussion, see Chapter 2, *Bayesian Statistics and Marketing* by Rossi, Allenby, and McCulloch.

### Examples

```
set.seed(66)
rtrun(mu=c(rep(0,10)), sigma=c(rep(1,10)), a=c(rep(0,10)), b=c(rep(2,10)))
```

*bayesm*version 3.1-6 Index]