Sample from truncated normal — monty_random_truncated

Sample from a truncated normal distribution

Usage

monty_random_truncated_normal(mean, sd, min, max, state)

monty_random_n_truncated_normal(n_samples, mean, sd, min, max, state)

mean: The mean of the parent (untruncated) normal distribution (this is not necessarily the mean of the truncated distribution, unless the min and max are symmetrically placed around mean)
sd: The standard deviation of the parent distribution (this is not the same as the standard deviation of the truncated distribution with finite bounds).
min: The lower bound (can be -Inf).
max: The upper bound (can be Inf).
state: The random number state, from monty_rng_create
n_samples: The number of samples to take, per stream. When using the multiple-sample interface, all other parameters are held constant (per stream).

A vector of random numbers, the same length as the number of streams in state.