help mata rtnorm()


rtnorm() -- Truncated normal pseudorandom variates.


real matrix rtnorm(real scalar r, real scalar c,real rowvector m,real rowvector s, real rowvector lower, real rowvector upper)


rtnorm(r,c, m, s, lower, upper) returns an r x cj real matrix containing truncated normal random variates. The real-valued rowvectors m and s contain the mean and standard deviation parameters before truncation, respectively. The real-valued rowvectors lower and upper contain parameters defining the two-sided truncation of the distribution. The matrices m,s,lower and upper must be c-conformable.


rtnorm(r,c, m, s, lower, upper): r: 1 x 1 c: 1 x 1 m: 1 x 1 or 1 x j s: 1 x 1 or 1 x j lower: 1 x 1 or 1 x j upper: 1 x 1 or 1 x j result: r x c or r x cj


The random-variate generator abort with error if r<=0 or c<=0.

rtnorm(r,c, m, s, lower, upper) abort with an error if the parameter rowvectors do not conform. See c-conformable for rules on matrix conformability.


Federico Belotti Faculty of Economics Department of Financial and Quantitative Economics Tor Vergata University

Giuseppe Ilardi Economic and Financial Statistics Department Bank of Italy

Also see

Manual: [M-5] runiform()

Help: [M-4] standard, [M-4] statistical