normalize_pdf: Normalize a pdf
In exPrior: Prior Distributions Using a Bayesian Hierarchical Framework

normalize_pdf normalizes a pdf so that the integral of the pdf is equal to 1

1	normalize_pdf(x, p_x)

`x`	a vector corresponding to values of a random variable X (length strictly greater than 1)
`p_x`	a vector containing the density of the RV X at locations `x`

The normalized pdf

x <- seq(from=-5,to=5,by=0.1)
p_x <- 2*dnorm(x)
res <- normalize_pdf(x,p_x)
plot(x,p_x)
lines(x,res$p_x)
lines(x,dnorm(x),col='red',lty=2)

exPrior documentation built on Nov. 15, 2019, 1:07 a.m.

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