lnNpr function

Calculate log of Gaussian distribution function accurately

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.

lnNpr(a, b, check = TRUE)

Arguments

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

Returns

a vector of log probability.