Equivalent of qnorm() and pnorm() in mxAlgebra?

Posted on
Picture of user. suzannejak Joined: 01/06/2010
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!

Replied on Thu, 06/09/2022 - 18:30
Picture of user. AdminHunter Joined: 03/01/2013

We have p2z and omxMnor available within mxAlgebra. p2z gives univariate standard normal quantiles similar to qnorm. 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 to pnorm.