Written with Chris Hans.

Email questions about the code to pfc <AT> stat.osu.edu

An R package with functions for univariate truncated normal distributions.

The R package itself is contained in the folder truncatedNormals.

For Mac OS and Linux, make sure you have the C and fortran compilers installed. After installing the devtools R package type

devtools::install_github("truncatedNormals", user="petercraigmile", subdir="truncatedNormals") 

For windows, download the file truncatedNormals.zip from the releases folder. Then:

1. Open the R gui, by doubling clicking on the R icon.

2. Click on the Packages menu and select Install package(s) from local zip files.... Find the zip file and press Open.

3. Your R package will be installed.

After installation, type library(truncatedNormals) to use the R library.

• Section 2 of Geweke, J. (1991). "Efficient simulation from the multivariate normal and student-t distributions subject to linear constraints". In Keramidas, E. M., editor, Computing Science and Statistics: Proceedings of the Twenty-Third Symposium on the Interface, pages 571-578. Interface Foundation of North America, Fairfax, VA.