vtn: Truncated Normal Distribution Variance

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

Description

Calculate variance of Truncated Normal distributions

Usage

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

Arguments

.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	Length 1 logical vector indicating whether to perform checks (safer) or not (faster) on the input parameters

Details

The special values of -Inf and Inf are valid values in the .low and .high arguments, respectively.

Value

A length K vector of expectations corresponding to the Truncated Normal distributions. NAs are returned (with a warning) for invalid. parameter values.

Author(s)

Jonathan Olmsted

Examples

vtn() ## 1
vtn(0, 1, -Inf, Inf) ## 1
vtn(0, 1, -9999, 9999) ## 1

vtn(0, 1, 0, Inf) ## 0.36338

vtn(0, 1, Inf, -Inf) ## NA with warning

vtn(c(0, 0),
    c(1, 1),
    c(-Inf, 5),
    c(1, Inf)
    ) ## multiple variances

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