Truncated normal distribution density

Calculates the log density of a univariate truncated normal variable

dtnorm(x, mu, sd, MIN)

Arguments

x

A random variable

mu

The mean parameter of the distribution; NOTE this is not equal to the mean

sd

The standard deviation parameter of the distribution

MIN

Value at which the truncation takes place

Value

Numeric; log density of the distribution, or -1e15 if the x < MIN

Author

Alexey Shiklomanov