Phinv

The function compute the <code>p</code>th quantile associated to the truncated standard Gaussian 
variate on the interval (<code>l</code>,<code>u</code>).

internal

A collection of functions to deal with the truncated univariate and multivariate normal and Student distributions, described in Botev (2017) <doi:10.1111/rssb.12162> and Botev and L'Ecuyer (2015) <doi:10.1109/WSC.2015.7408180>.

Leo Belzile

TruncatedNormal

Truncated Multivariate Normal and Student Distributions

Zdravko Botev

Phinv function

<dl><dt>p</dt>
<dd>vector of probabilities</dd>
<dt>l</dt>
<dd><code>d</code> vector of lower bounds</dd>
<dt>u</dt>
<dd><code>d</code> vector of upper bounds</dd></dl>

Arguments

Quantile of truncated Gaussian — Phinv

<dl>

<dt>p</dt>
<dd>vector of probabilities</dd>


<dt>l</dt>
<dd><code>d</code> vector of lower bounds</dd>


<dt>u</dt>
<dd><code>d</code> vector of upper bounds</dd>

</dl>

Phinv: Quantile of truncated Gaussian

Description

Usage

Value

Arguments