R/trunc-2.R

In mattelisi/mlisi: Miscellaneous R helpers and functions

#' Truncated normal distribution
#'
#' Distribution function of truncated normali distribution. See \link[=https://en.wikipedia.org/wiki/Truncated_normal_distribution]{Wikipedia}
#' @param mu mean of `un-truncated` distribution
#' @param mu standard deviation of `un-truncated` distribution
#' @param a minimum value
#' @param b maximum value
#' @return cumulative probability
#' @export

ptruncnorm <- function(x,mu=0,sigma=1, a=-Inf, b=Inf){
	epsilon <- (x - mu)/sigma
	alpha <- (a - mu)/sigma
	beta <- (b - mu)/sigma
	Z <- pnorm(beta) - pnorm(alpha)
	cP <- (pnorm(epsilon) -pnorm(alpha)) / Z 
}