Rcpp-Based Truncated Normal Distribution RNG and Family

R-level and C++-level functionality to generate random deviates from and calculate moments of a Truncated Normal distribution using the algorithm of Robert (1995) . In addition to RNG, functions for calculating moments, densities, and entropies are provided at both levels.


News

RcppTN 0.2-2

  • Removed vignettes (temporarily) pending successful builds and testing on Solaris
  • Fixed function signatures for standard math functions in C++

RcppTN 0.2-1

  • Fixed reference to Robert (1995) in DESCRIPTION

RcppTN 0.2-0

  • Maintenance for first CRAN upload and R 3.4.0

RcppTN 0.1-9

  • Minor chanages for compiler standards checking

RcppTN 0.1-8

  • Variance and expectation calculations are numerically stable for distributions truncated to be as far as 37 sds away from the mean in both directions.

RcppTN 0.1-7

  • Entropy calculations now support infinite truncation bounds.

RcppTN 0.1-6

  • Added analytical Entropy calculation at R and C++ levels.

RcppTN 0.1-5

  • Fixed memory bugs from Rcpp Export.

RcppTN 0.1-4

  • Added vtn1() to C++ API.

RcppTN 0.1-3

  • Added etn() function for calculation of theoretical expectations from Truncated Normal distributions.
  • The rtn() function warns on NA return values.
  • Checks for valid inputs include a finite mean and finite sd of the parent Normal distribution. Warns on invalid.
  • Checks for correctly sized inputs. Stops on invalid.
  • Added vtn() function for calculation of theoretical variances from Truncated Normal distributions.

RcppTN 0.1-2

  • The rtn() function checks for valid inputs and returns NA for bad inputs.

RcppTN 0.1-0

  • initial public release

Reference manual

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install.packages("RcppTN")

0.2-2 by Jonathan Olmsted, 3 months ago


http://github.com/olmjo/RcppTN


Report a bug at http://github.com/olmjo/RcppTN/issues


Browse source code at https://github.com/cran/RcppTN


Authors: Jonathan Olmsted [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp

Suggests testthat

Linking to Rcpp


See at CRAN