lnNpr

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

lnNpr function

<dl><dt>a</dt>
<dd>vector of lower bound</dd>
<dt>b</dt>
<dd>vector of upper bound</dd>
<dt>check</dt>
<dd>logical; should checks be performed?</dd></dl>

Arguments

Calculate log of Gaussian distribution function accurately — lnNpr

<dl>

<dt>a</dt>
<dd>vector of lower bound</dd>


<dt>b</dt>
<dd>vector of upper bound</dd>


<dt>check</dt>
<dd>logical; should checks be performed?</dd>

</dl>

lnNpr: Calculate log of Gaussian distribution function accurately

Description

Usage

Value

Arguments