mathnet-numerics
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Add Truncated Normal Distribution
This is still a work in progress, I'd welcome comments, corrections, guidance, etc.
This pull request implements a truncated normal distribution as described on Wikipedia and the references in that article.
Still to do:
- Some of the methods and properties lack tests/do not quite pass existing tests
- The sampling implementation used at the moment is very naive and better ones exist elsewhere
- Skewness is not implemented yet (I'm not sure what the correct formula is yet)
- Cannot handle standard deviations of exactly 0, I think this will require special cases for most of the descriptive statistics if it is allowed at all.
- Cumulative distribution function has issues with floating point errors in current implementation.