truncated normal

On Thu, 9 May 2002 scott.ctr.summerill at tc.faa.gov wrote:

Does anyone know of an R-function that will generate an observation from a
truncated normal (left or right) with a mu and sigma2? Any correspondence
would be greatly appreciated.

No, but you can do it by inverting the cdf
eg
  rtnorm<-function(n,mu,sigma2,left){
	lp<-pnorm(left)
	u<-lp+(1-lp)*runif(n)
	qnorm(u,m=mu,s=sigma2)
	}

Or actually more like
   rtnorm<-function(n,mu,sigma2,left){
      sigma<-sqrt(sigma2)
       lp<-pnorm(left,m=mu,s=sigma)
       u<-lp+(1-lp)*runif(n)
       qnorm(u,m=mu,s=sigma)
      }

but David Brahm's code is more general

	-thomas


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