Truncated normal distribution

Density, distribution function, quantile function, and random generation for a normal distribution truncated to an interval.

dtnorm(x, mean = 0, sd = 1, a = -3, b = 3, log = FALSE)

ptnorm(x, mean = 0, sd = 1, a = -3, b = 3, log.p = FALSE, lower.tail = TRUE)

qtnorm(p, mean = 0, sd = 1, a = -3, b = 3, log.p = FALSE, lower.tail = TRUE)

rtnorm(n, mean = 0, sd = 1, a = -100, b = 100)

Arguments

x

Numeric vector of quantiles.

mean

Numeric mean parameter.

sd

Numeric standard deviation parameter.

a

Numeric lower truncation bound.

b

Numeric upper truncation bound.

log

Logical. If TRUE, dtnorm() returns log-densities.

log.p

Logical. If TRUE, probabilities are supplied or returned on the log scale.

lower.tail

Logical. If TRUE, probabilities are \(P[X \le x]\); otherwise, \(P[X > x]\).

p

Numeric vector of probabilities.

n

Number of observations.

Value

• dtnorm() returns a numeric vector of density values.

• ptnorm() returns a numeric vector of probabilities.

• qtnorm() returns a numeric vector of quantiles.

• rtnorm() returns a numeric vector of random draws.

Note

Version 1.0.0.

See also

Other distributions: desscher(), desscherMixture(), dgumbel(), dinvgumbel(), dkumaraswamy(), dmixnorm(), dsnorm(), dsolarGHI(), dsolarK(), dsolarX(), dsugeno()

Examples

dtnorm(c(-1, 0, 1), mean = 0, sd = 1, a = -2, b = 2)
#> [1] 0.2535053 0.4179596 0.2535053
ptnorm(c(-1, 0, 1), mean = 0, sd = 1, a = -2, b = 2)
#> [1] 0.1423836 0.5000000 0.8576164
qtnorm(c(0.25, 0.75), mean = 0, sd = 1, a = -2, b = 2)
#> [1] -0.6391113  0.6390625

set.seed(1)
rtnorm(3, mean = 0, sd = 1, a = -2, b = 2)
#> [1] -0.5942383 -0.3108887  0.1751953