mhn

MaRDI QIDQ7370008CRANFDO

Authors Tomotaka Momozaki

Last update 23 September 2026

Copyright license MIT license, File License

Software version identifier PACKAGES.rds, 0.1.0, 0.1.1

Description

Provides density, distribution, quantile, and random generation functions for the Modified Half-Normal (MHN) distribution, along with moments and mode; the Fox-Wright Psi normalizing constant is evaluated internally. The MHN distribution arises as a conditional posterior in Bayesian Markov chain Monte Carlo and generalizes the half-normal, truncated normal, and square-root gamma distributions. Implements efficient sampling via the Sun, Kong & Pal (2023) <doi:10.1080/03610926.2021.1934700> algorithms and the Gao & Wang (2025) <doi:10.1080/03610918.2025.2524551> relaxed transformed density rejection method.

Cites work

• Generating modified-half-normal random variates by a relaxed transformed density rejection method
• The Modified-Half-Normal distribution: Properties and an efficient sampling scheme

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