simulation from truncated skew normal

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simulation from truncated skew normal

cassie jones
Hello R-users,

I am trying to simulate from truncated skew normal distribution. I know
there are ways to simulate from skewed normal distribution such as rsn(sn)
or rsnorm(VGAM), but I could not find any command to simulate from a
truncated skew-normal distribution. Does anyone know how to do that? Any
help is appreciated.

Thanks in advance.

Cassie

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Re: simulation from truncated skew normal

Mikhail Umorin-2
I am not aware of any such command so, I think, you may have to write one yourself:
invert the CDF and use uniform random variable (runif) to sample

Mikhail

On Tuesday, June 11, 2013 16:18:59 cassie jones wrote:

> Hello R-users,
>
> I am trying to simulate from truncated skew normal distribution. I know
> there are ways to simulate from skewed normal distribution such as rsn(sn)
> or rsnorm(VGAM), but I could not find any command to simulate from a
> truncated skew-normal distribution. Does anyone know how to do that? Any
> help is appreciated.
>
> Thanks in advance.
>
> Cassie
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

        [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.