Prevent rejection sampling if normal variance is 0

Fix JuliaStats#1264
quildtide · Feb 4, 2021 · d88926c · d88926c
1 parent 863844c
commit d88926c
Showing 1 changed file with 8 additions and 4 deletions.
diff --git a/src/truncated/normal.jl b/src/truncated/normal.jl
@@ -142,10 +142,14 @@ function rand(rng::AbstractRNG, d::Truncated{Normal{T},Continuous}) where T <: R
     μ = mean(d0)
     σ = std(d0)
     if isfinite(μ)
-        a = (d.lower - μ) / σ
-        b = (d.upper - μ) / σ
-        z = randnt(rng, a, b, d.tp)
-        return μ + σ * z
+        if σ > 0
+            a = (d.lower - μ) / σ
+            b = (d.upper - μ) / σ
+            z = randnt(rng, a, b, d.tp)
+            return μ + σ * z
+        else
+            return μ
+        end
     else
         return clamp(μ, d.lower, d.upper)
     end