```.-
help for ^gentrun^
.-

Generate random draws from a truncated standard normal distribution
- -------------------------------------------------------------------

^gentrun^ newvarname [^if^ exp] [^in^ range] [^, l^eft^(^#^)^]
[^r^ight^(^#^)^]

Description
- -----------

^gentrun^ generates random draws from a truncated standard normal
distribution.
It allows one-sided and two-sided truncations of the distribution.  Random
draws from a non-truncated standard normal distribution are also
permissible.

Options
- -------

^l^eft^(^#^)^   specifies the left truncation point.
^r^ight^(^#^)^  specifies the right truncation point.

When only the option ^l^eft^(^#^)^ is specified, the random variable is
generated from the conditional distribution f( x | x>=#).

When only the option ^r^ight^(^#^)^ is specified, the random variable is
generated from the conditional distribution f( x | x<=#).

If both ^l^eft^(^#1^)^ and ^r^ight^(^#2^)^ are specified, the random
variable
is generated from the conditional distribution f( x | #1<=x<=#2).

If neither of the options is specified, it is the same as generating
random draws from a non-truncated standard normal distribution.  In this
case, using ^invnorm(uniform())^ should be faster.

The default variable type of the generated variable is float.  You can also
specify ^double^ as the variable type:

. ^gentrun douoble^ z, [your options here...]

Examples
- --------

. set obs 1000
. set seed 1234567

. ^gentrun double w, left(0)^
. sum w

Variable |     Obs        Mean   Std. Dev.       Min        Max
- ---------+-----------------------------------------------------
w |    1000    .7817681   .6108022   .0014233   4.275502

. ^gentrun double x, right(0)^
. sum x

Variable |     Obs        Mean   Std. Dev.       Min        Max
- ---------+-----------------------------------------------------
x |    1000    -.798516   .6146147  -3.535409  -.0020484

. ^gentrun double y, left(-0.2) right(0.2)^
. sum y

Variable |     Obs        Mean   Std. Dev.       Min        Max
- ---------+-----------------------------------------------------
y |    1000   -.0007012   .1151341  -.1999372   .1995915

. ^gentrun double z^
. sum z

Variable |     Obs        Mean   Std. Dev.       Min        Max
- ---------+-----------------------------------------------------
z |    1000    .0093139   .9889557  -2.988535   2.796945

Author
- ------

Hung-Jen Wang
The Institute of Economics