Mid truncated distribution

[k-segiet]

Hi,

Do you have any suggestions on how to extend this package to incorporate a normal distribution which is truncated in the middle? That is, the support is (-inf,a] and [b,+inf) and points between a and b are excluded. Points a and b are known.

Thank you for your help. Best, Katarzyna Segiet

[olafmersmann]

Off the top of my head: Flip a biased coin to figure out if you're in the (-inf, a] or [b, inf) half and then use truncnorm to sample from the one sided truncated distribution.