[R] truncated distributions
irene_vrbik at hotmail.com
Sat Apr 2 19:15:20 CEST 2011
The definition of the "mean vector" is essentially what my question boils
down to. In the functions details, the author states
"We sample x ~ T(mean, Sigma, df) subject to the rectangular truncation
lower <= x <= upper. Currently, two random number generation methods are
implemented: rejection sampling and the Gibbs Sampler."
So if the mean vector in the "rtmvt" function is the mean of the parent
distribution's mean (as I hope it is), then it would be acceptable to define
a mean vector outside of the truncated range. Clarification of this point
would be greatly appreciated.
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