Dear OpenMx team,
I would like to use the quantile and distribution function for a (not standard) normal distribution in an mxAlgebra, equivalent to using qnorm() and pnorm() in R. Does this exist?
Thanks in advance!
Dear OpenMx team,
I would like to use the quantile and distribution function for a (not standard) normal distribution in an mxAlgebra, equivalent to using qnorm() and pnorm() in R. Does this exist?
Thanks in advance!
We have
p2z
andomxMnor
available withinmxAlgebra
.p2z
gives univariate standard normal quantiles similar toqnorm
. You can always transform these standard normal quantiles to any mean and standard deviation with a linear transformation.omxMnor
gives multivariate normal integration for a given covariance and mean. A univariate covariance and mean with a lower bound of-Inf
is equivalent topnorm
.That works, thank you very much!