ea_phi_biGaussian_DL_bounds: Obtain bounds for phi function

In rchan26/hierarchicalFusion: Divide-and-Conquer Monte Carlo Fusion

Obtain bounds for phi function

Description

Finds the lower and upper bounds of the phi function between an interval

Usage

ea_phi_biGaussian_DL_bounds(
  mean_vec,
  sd_vec,
  corr,
  beta,
  precondition_mat,
  transform_to_Z,
  transform_to_X,
  lower,
  upper
)

Arguments

mean_vec	vector of length 2 for mean
sd_vec	vector of length 2 for standard deviation
corr	correlation value between component 1 and component 2
beta	real value
precondition_mat	precondition matrix
transform_to_Z	the transformation matrix to Z-space
transform_to_X	the transformation matrix to X-space
lower	vector of length 2 for the lower end of interval
upper	vector of length 2 for the upper end of interval

Value

A list of components

LB

lower bound of phi

UB

upper bound of phi

rchan26/hierarchicalFusion documentation built on Sept. 11, 2022, 10:30 p.m.