RcppTN

Rcpp-Based Truncated Normal Distribution RNG and Family

CRAN Package

R-level and C++-level functionality to generate random deviates from and calculate moments of a Truncated Normal distribution using the algorithm of Robert (1995) doi:10.1007/BF00143942. In addition to RNG, functions for calculating moments, densities, and entropies are provided at both levels.

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