[R] folded normal distribution in R
Prof Brian Ripley
ripley at stats.ox.ac.uk
Mon Oct 20 19:38:34 CEST 2008
It's trivial to do. In particular abs(rnorm(...)) will give you the
random number generator.
The term 'folded normal distribution' is normally only used for mean=0,
when you just double the density, but the general result is
ifelse(x > 0, 1, 0) * (dnorm(x, ...) + dnorm(-x, ...))
On Mon, 20 Oct 2008, Andreas Wittmann wrote:
> Dear R useRs,
>
> i wanted to ask if the folded normal destribution (Y = abs(X) with X normal
> distributed)
> with density and random number generator is implemented in R or in any
> R-related package
> so far? Maybe i can use the non-central chi-square distribution and rchisq(n,
> df=1, ncp>0) here?
>
> Thanks and best regards
>
> Andreas
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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