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Truncated Normal latents are necessary to transform a binary BART into a continuous BART.
rtnorm(n, mean, sd, tau)
Returns n truncated Normals, i.e., \(N(mean, sd)I(tau, infinity)\).
n
Number of samples.
Mean.
Standard deviation.
Truncation point.
Robert C. (1995) Simulation of truncated normal variables. Statistics and computing, 5(2), 121--125.
pbart, lbart
set.seed(12) rtnorm(1, 0, 1, 3) rtnorm(1, 0, 1, 3)
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