dtn: Truncated Normal Distribution Density

In RcppTN: Rcpp-Based Truncated Normal Distribution RNG and Family

Description

Calculate density of Truncated Normal distributions

Usage

dtn(.x = 0, .mean = rep(0, length(.x)), .sd = rep(1, length(.x)),
  .low = rep(-Inf, length(.x)), .high = rep(Inf, length(.x)),
  .checks = TRUE)

Arguments

.x	Length K vector of the points at which to evaluate the density
.mean	Length K vector with the means of the K Normal distributions *prior* to truncation
.sd	Length K vector with the standard deviations of the K Normal distributions *prior* to truncation
.low	Length K vector with the lower truncation bound of the K Normal distributions *prior* to truncation
.high	Length K vector with the upper truncation bound of the K Normal distributions *prior* to truncation
.checks	Logical indicating whether inputs and outputs should be checked and either stop (for bad inputs) or warn (for likely bad outputs)

Value

Length K vector with the entropies associated with each of the K Truncated Normal distributions

Author(s)

Jonathan Olmsted

Examples

lows <- c(-1, 5, -100, 4, 4, -100, 7)
highs <- c(1, 100, 10, 7, 4.1, 100, 100)
dtn(.x = rep(0, length(lows)),
    .mean = rep(0, length(lows)),
    .sd = rep(1, length(lows)),
    .high = highs
    )

Example output

[1] 0.4741722 0.3989423 0.3989423 0.3989423 0.3989505 0.3989423 0.3989423

RcppTN documentation built on May 2, 2019, 8:54 a.m.