petercraigmile / truncatednormals Goto Github PK

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 truncatedNormals.

Please, make sure you have a C compiler installed for your version of R. Then, after installing the devtools R package, you can install this R package using

devtools::install_github("petercraigmile/truncatedNormals/truncatedNormals") 

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.