RcppTN 0.1-8

Rcpp-based Truncated Normal RNG by Jonathan Olmsted (jpolmsted@gmail.com)

Warning: This R package should currently be considered in development. Be aware there is a development branch where fixes and features will first hit.

Installation

Using install_github() from the devtools package will install this for you. Alternatively, you could clone this repository and build/install with the Makefile that is included.

library(devtools)
install_github(repo = "RcppTN",
               username = "olmjo",
               subdir = "pkg",
               ref = "development"
               )

Example Usage

This is taken from the documentation on the main function provided in RcppTN, rtn().

library(RcppTN)
set.seed(1)
rtn(0, 1, -Inf, Inf) ## for a single draw from a single distribution

rtn(rep(0, 3),
    rep(1, 3),
    rep(-Inf, 3),
    rep(Inf, 3)
    ) ## for multiple draws from a single distribution

rtn(c(0, 0),
    c(1, 1),
    c(-Inf, 5),
    c(1, Inf)
    ) ## multiple draws, each from a different distribution

Functions for calculating moments are also available.

The R package also provides a C++--level API for reproducible RNG (and moment calculation) from a truncated normal distribution.

More Information

Detailed information on usage (at the R-level and C++-level) and on performance can be found in the vignettes.