Random sampling from one-sided truncated normal distribution
Arguments
- mu
The mean parameter of the truncated normal. NOTE that this is NOT
equal to the mean of the distribution
- sd
The standard deviation parameter of the truncated normal. Again, NOTE
tht this is not the SD of the distribution.
- MIN
The minimum value, which defines the truncation.
Value
Numeric length one.
Details
Draws a random number and, if it doesn't fall within the
specified range, resample using an adjusted Normal CDF. This isn't
performed immediately because CDF sampling calls three functions –
qnorm, runif, and pnorm–and therefore is much less efficient than a
simple random sample.
Author
Alexey Shiklomanov