Truncated Normal Generator

버전 1.0.0.0 (3.47 KB) 작성자: Zdravko Botev

truncated normal generator

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4.6

(11)

다운로드 수: 2.7K

업데이트 날짜: 2016/4/21

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Very fast generator of vectors from the standard multivariate normal or Gaussian distribution, truncated over the region [l,u]. The generator is designed for both speed and accuracy --- especially in the tail of the normal distribution, where the inverse transform method frequently breaks down due to underflow errors.
Reference: Botev, Z. I. (2016). "The normal law under linear restrictions: simulation and estimation via minimax tilting". Journal of the Royal Statistical Society: Series B (Statistical Methodology). doi:10.1111/rssb.12162

For more information, see: https://en.wikipedia.org/wiki/Truncated_normal_distribution

인용 양식

Zdravko Botev (2024). Truncated Normal Generator (https://www.mathworks.com/matlabcentral/fileexchange/53180-truncated-normal-generator), MATLAB Central File Exchange. 검색됨 2024/7/26.

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개발 환경: R2016a

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받음: Truncated Normal and Student's t-distribution toolbox

줌: Truncated Normal and Student's t-distribution toolbox, Quasi Skewed Truncated Normal Generator, Normal Quantile with Precision

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trandn(l,u)

버전	게시됨	릴리스 정보
1.0.0.0	2016/4/21	- added some space to reference and a few more keywords Added a title and picture to the submission. - updated reference; algorithm remains unchanged	다운로드

버전

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릴리스 정보

1.0.0.0

2016/4/21

- added some space to reference and a few more keywords

Added a title and picture to the submission.
- updated reference; algorithm remains unchanged

다운로드