SKAT_TruncatedNormalCEP_Get_Moment: Get moments of Truncated Normal Distribution

Usage Arguments Examples

View source: R/SKAT_TruncatedNormalCEP_Get_Moment.R

Usage

1

Arguments

c1
c2
sigma
Xa

Examples

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##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (c1, c2, sigma, Xa) 
{
    a1 <- (c1 - Xa)/sigma
    a2 <- (c2 - Xa)/sigma
    f1 <- dnorm(a1)
    f2 <- dnorm(a2)
    F1 <- pnorm(a1)
    F2 <- pnorm(a2)
    f12 <- f2 - f1
    F12 <- F2 + 1 - F1
    M <- f12/F12 * sigma
    V <- (a2 * f2 - a1 * f1)/F12 + M^2/sigma^2
    W <- (1 - V) * sigma^2
    Mu <- Xa - M
    return(list(M = M, V = V, W = W, Mu = Mu))
  }

lin-lab/CEPSKAT documentation built on May 29, 2019, 3:41 a.m.