Folded normal distribution

Density, distribution function, and random generation for the folded normal distribution.

Usage

dfoldnorm(x, mu = 0, sigma = 1, log = FALSE)

pfoldnorm(q, mu = 0, sigma = 1, lower.tail = TRUE, log.p = FALSE)

rfoldnorm(n, mu = 0, sigma = 1)

Arguments

x, q

vector of quantiles

mu

location parameter

sigma

scale parameter, must be positive.

log, log.p

logical; if TRUE, probabilities/ densities \(p\) are returned as \(\log(p)\).

lower.tail

logical; if TRUE, probabilities are \(P[X <= x]\), otherwise, \(P[X > x]\).

n

number of random values to return

p

vector of probabilities

Value

dfoldnorm gives the density, pfoldnorm gives the distribution function, and rfoldnorm generates random deviates.

Details

This implementation of dfoldnorm allows for automatic differentiation with RTMB.

Examples

x <- rfoldnorm(1, 1, 2)
d <- dfoldnorm(x, 1, 2)
p <- pfoldnorm(x, 1, 2)