JuliaStats/Distributions.jl — pull request #63 by mewo2 (2013-05-23 15:38:16+00:00)
Title: Truncated normal distribution

I've implemented a truncated normal distribution, using fairly naive versions of the formulae on Wikipedia, and a rejection sampler based on Christian Robert's 1992 paper. It's fairly rough, but it passes the tests and isn't ridiculously slow.

In the process, I've also fixed a bug in the fallback implementation of invlogccdf - I don't think it was being used for anything before now.