Title
rtnorm() -- Truncated normal pseudorandom variates.
Syntax
real matrix rtnorm(real scalar r, real scalar c,real rowvector m,real rowvector s, real rowvector lower, real rowvector upper)
Description
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.
Conformability
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
Diagnostics
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.
Author
Federico Belotti Faculty of Economics Department of Financial and Quantitative Economics Tor Vergata University federico.belotti@uniroma2.it
Giuseppe Ilardi Economic and Financial Statistics Department Bank of Italy
Also see
Manual: [M-5] runiform()
Help: [M-4] standard, [M-4] statistical