Simulates from a truncated probability distribution
Simulates a sample from a truncated distribution where the functions for the cdf and inverse cdf are available.
rtruncated(n,lo,hi,pf,qf,...)
n |
size of simulated sample |
lo |
low truncation point |
hi |
high truncation point |
pf |
function containing cdf of untruncated distribution |
qf |
function containing inverse cdf of untruncated distribution |
... |
parameters used in the functions pf and qf |
vector of simulated draws from distribution
Jim Albert
# want a sample of 10 from normal(2, 1) distribution truncated below by 3 n=10 lo=3 hi=Inf rtruncated(n,lo,hi,pnorm,qnorm,mean=2,sd=1) # want a sample of 20 from beta(2, 5) distribution truncated to (.3, .8) n=20 lo=0.3 hi=0.8 rtruncated(n,lo,hi,pbeta,qbeta,2,5)
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