vtruncnorm: Variance is not calculated correctly

[jpasquier]

Hi,

vtruncnorm returns Inf for some parameters.

Example:

> vtruncnorm(0, 1, 1, .1)
[1] Inf
> vtruncnorm2 <- function(a, b, m, s) {
+   a <- (a - m) / s
+   b <- (b - m) / s
+   Z <- pnorm(b) - pnorm(a)
+   s^2 * (1 - (b * dnorm(b) - a * dnorm(a)) / Z - ((dnorm(b) - dnorm(a)) / Z)^2)
+ } 
> vtruncnorm2(0, 1, 1, .1)
[1] 0.003633802

Best regards,

Jérôme

[jkapar]

Hi,

I'm also facing this problem (and also with etruncnorm). Are there any actions planned to tackle this?

Thank you very much. Best regards Jan