vtn {RcppTN} | R Documentation |
Calculate variance of Truncated Normal distributions
vtn(.mean = rep(0, 1), .sd = rep(1, length(.mean)), .low = rep(-Inf, length(.mean)), .high = rep(Inf, length(.mean)), .checks = TRUE)
.mean |
Length K vector with the means of the K Normal distributions prior to truncation |
.sd |
Length K vector with the standard deviations of the K Normal distributions prior to truncation |
.low |
Length K vector with the lower truncation bound of the K Normal distributions prior to truncation |
.high |
Length K vector with the upper truncation bound of the K Normal distributions prior to truncation |
.checks |
Length 1 logical vector indicating whether to perform checks (safer) or not (faster) on the input parameters |
The special values of -Inf and Inf are valid values in the .low and .high arguments, respectively.
A length K vector of expectations corresponding to the Truncated Normal distributions. NAs are returned (with a warning) for invalid. parameter values.
Jonathan Olmsted
vtn() ## 1 vtn(0, 1, -Inf, Inf) ## 1 vtn(0, 1, -9999, 9999) ## 1 vtn(0, 1, 0, Inf) ## 0.36338 vtn(0, 1, Inf, -Inf) ## NA with warning vtn(c(0, 0), c(1, 1), c(-Inf, 5), c(1, Inf) ) ## multiple variances