使用R编写一个截断的正态分布函数

Question

Hi I'm trying to use R to write a dtnorm () and rtnorm () function. (the same ones in the msm package)

here is the code i wrote:

rtnorm<-function(mu=0,sd=1,a=-Inf,b=Inf)
{
F<-runif(n=length(mu))
Fa<-pnorm((a-mu)/sd,0,sd=1)
Fa[a== -Inf] <-0
Fb<-pnorm((b-mu)/sd,0,sd=1)
Fb[b==Inf]<-1
y<-mu+sd*qnorm(F*(Fb-Fa)+Fa)
y
}

however, when I test it,it only gives me one number in return, but when I use the msm package, it gives me 10 different numbers in return. how should i modify this code?

Answer 1

It's because you set mu=0 . This has length of 1. Try setting mu=rep(0,10) to get back 10 numbers. For example:

rtnorm<-function(mu,sd=1,a=-Inf,b=Inf)
{
  F<-runif(n=length(mu))
  Fa<-pnorm((a-mu)/sd,0,sd=1)
  Fa[a== -Inf] <-0
  Fb<-pnorm((b-mu)/sd,0,sd=1)
  Fb[b==Inf]<-1
  y<-mu+sd*qnorm(F*(Fb-Fa)+Fa)
  y
}

rtnorm(mu=rep(0,10))