Very fast generator of vectors from the standard multivariate normal or Gaussian distribution, truncated over the region [l,u]. The generator is designed for both speed and accuracy --- especially in the tail of the normal distribution, where the inverse transform method frequently breaks down due to underflow errors.
Reference: Botev, Z. I. (2016). "The normal law under linear restrictions: simulation and estimation via minimax tilting". Journal of the Royal Statistical Society: Series B (Statistical Methodology). doi:10.1111/rssb.12162
For more information, see: https://en.wikipedia.org/wiki/Truncated_normal_distribution
引用格式
Zdravko Botev (2024). Truncated Normal Generator (https://www.mathworks.com/matlabcentral/fileexchange/53180-truncated-normal-generator), MATLAB Central File Exchange. 检索来源 .
MATLAB 版本兼容性
平台兼容性
Windows macOS Linux类别
- Image Processing and Computer Vision > Image Processing Toolbox > Image Filtering and Enhancement > Contrast Adjustment >
标签
致谢
参考作品: Truncated Normal and Student's t-distribution toolbox
启发作品: Truncated Normal and Student's t-distribution toolbox, Quasi Skewed Truncated Normal Generator, Normal Quantile with Precision
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!版本 | 已发布 | 发行说明 | |
---|---|---|---|
1.0.0.0 | - added some space to reference and a few more keywords Added a title and picture to the submission.
|