Nothing
IICP <- function(x, gam, rho, w, t.alpha, b.spl, s.spl){
# Compute the function
# (k(x, w, gam, rho) - k_dag(x, w, gam, rho)) *
# phi(wx - gam) +
# (k(-x, w, gam, rho) - k_dag(-x, w, gam, rho)) *
# phi(wx + gam)
# for a vector x.
#
# Inputs:
# x: vector of nodes of the Gauss Legendre quadrature
# gam: parameter
# rho: a known correlation
# w: a value of the variable of integration in the
# outer integral
# t.alpha: quantile of the t distribution for m and alpha
# b.spl: b function
# s.spl: s function
#
# Output:
# A vector with the same dimension as x.
#
# Written by N. Ranathunga in September 2020
# Finding k_dag(x, w, gam, rho))
mu1 <- rho * (w*x - gam)
var <- 1 - rho^2
k.dag1 <- Psi(-t.alpha * w, t.alpha * w, mu1, var)
# Finding k(x, w, gam, rho)
term.a1 <- b.spl(x)
term.b1 <- s.spl(x)
lh <- w * (term.a1 - term.b1)
uh <- w * (term.a1 + term.b1)
k1 <- Psi(lh, uh, mu1, var)
# Finding phi(wx - gam)
term1 <- stats::dnorm(w*x - gam, 0, 1)
# Finding k_dag(-x, w, gam, rho))
mu2 <- rho * (-w*x - gam)
k.dag2 <- Psi(-t.alpha * w, t.alpha * w, mu2, var)
# Finding k(-x, w, gam, rho)
term.a2 <- b.spl(-x)
term.b2 <- s.spl(-x)
lh2 <- w * (term.a2 - term.b2)
uh2 <- w * (term.a2 + term.b2)
k2 <- Psi(lh2, uh2, mu2, var)
# Finding phi(wx + gam)
term2 <- stats::dnorm(w*x + gam, 0, 1)
res <- (k1 - k.dag1) * term1 + (k2 - k.dag2) * term2
}
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