.-
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
     Academia Sinica, Taipei, Taiwan
     hjwang@@ieas.econ.sinica.edu.tw
