On Mon, Dec 22, 2008 at 13:45, chadia kanaan <[email protected]> wrote: > Hello, > > Could someone, please, guide me how to generate truncated Gaussian > probability distribution numbers between [min, max] using the already > existing gsl_gaussian generators . lets say between 0 and infinity for > example.
If the region of interest has a reasonably high probability (e.g. if the mean in your example is >= 0), you can sample z ~ gsl_ran_gaussian_ziggurat() and reject if z is outside your region. If the region includes the upper or lower tail (e.g. if the mean in your example is < 0), you can simply use gsl_ran_ugaussian_tail() instead. If you need to truncate on two sides, you can combine either method with rejection. -- mj > > In earlier gsl archive, this point was discussed and refered to other method > like rejection. I have used this method before, but gsl_gaussian generator is > at least 10 times faster and reliable than generators based on > rejection/acceptance method. > so I need a solution based on gsl_generator , maybe through simple > transformation .. > > Many thanks for your help, > regards, > C. K > > > > > > _______________________________________________ > Help-gsl mailing list > [email protected] > http://lists.gnu.org/mailman/listinfo/help-gsl > _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
