TruncatedNormal: lnNpr – R documentation

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lnNpr

Calculate log of Gaussian distribution function accurately

Description

This function returns the probability of a standard Gaussian variate between the interval a and b, avoiding numerical overflow. The function is vectorized and is meant to be used only internally by the package TruncatedNormal.

Usage

lnNpr(a, b, check = TRUE)

Arguments

`a`	vector of lower bound
`b`	vector of upper bound
`check`	logical; should checks be performed?

Value

a vector of log probability.

TruncatedNormal

Truncated Multivariate Normal and Student Distributions

v2.2

GPL-3

Authors

Zdravko Botev [aut] (<https://orcid.org/0000-0001-9054-3452>), Leo Belzile [aut, cre] (<https://orcid.org/0000-0002-9135-014X>)

Initial release

2020-05-16