enttn function

Truncated Normal Distribution Entropy

Calculate entropy of Truncated Normal distributions

enttn(.mean = rep(0, 1), .sd = rep(1, length(.mean)), .low = rep(-Inf,
  length(.mean)), .high = rep(Inf, length(.mean)))

Arguments

• .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

Returns

Length K vector with the entropies associated with each of the K Truncated Normal distributions

Examples

lows <- c(-1, 5, -100, 4, 4, -100, 7)
highs <- c(1, 100, 10, 7, 4.1, 100, 100)
enttn(.mean = rep(0, length(lows)),
      .sd = rep(1, length(lows)),
      .low = lows,
      .high = highs
      )

Author(s)

Jonathan Olmsted