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HALFNORM_DIST: Stata module for computing half-normal distribution functions

Author

Listed:
  • Ariel Linden

    (Linden Consulting Group, LLC)

Programming Language

Stata

Abstract

halfnormden computes the half-normal density distribution function, halfinvnorm computes the inverse cumulative standard half-normal distribution function, and halfnorm computes the cumulative standard half-normal distribution. The half-normal distribution is a Normal distribution truncated to only have a nonzero density for values to the right of the peak. In the half-normal distribution, the parameter theta is related to the standard deviation (sd) of the corresponding normal distribution by the equation theta = sqrt(pi/2)/sd. The default theta is sqrt(pi/2) which corresponds to sd = 1. halfnormdeni, halfinvnormi and halfnormi are the immediate forms of halfnormden, invnorm and normd, respectively; see immed.

Suggested Citation

  • Ariel Linden, 2024. "HALFNORM_DIST: Stata module for computing half-normal distribution functions," Statistical Software Components S459355, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459355
    Note: This module should be installed from within Stata by typing "ssc install halfnorm_dist". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/h/halfnorm.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/h/halfnorm.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/h/halfnorm_dist.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/h/halfinvnorm.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/h/halfinvnorm.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/h/halfinvnormi.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/h/halfinvnormi.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/h/halfnormden.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/h/halfnormden.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/h/halfnormdeni.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/h/halfnormdeni.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/h/halfnormi.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/h/halfnormi.sthlp
    File Function: help file
    Download Restriction: no
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