logt_update_SMLN is broken

[nathansam]

Issue

R version of logt_update_SMLN returns different result to C++ version. This is believed to be caused by the way rtnorm is working and it's upper/lower arguments. Possibly in differences from passing upper and lower from R and from within C++.

[nathansam]

Function behaves as expected for observations where Cens = 0. Implying the issue only applies when infinite limits are being used.

[nathansam]

BASSLINE/src/code.cpp

Lines 973 to 1012 in 1aa7302

	// [[Rcpp::export]]
	arma::vec logt_update_SMLN (arma::vec Time, arma::vec Cens,
	arma::mat X, arma::vec beta, double sigma2,
	bool set, double eps_l, double eps_r) {
	int n = Time.n_elem;
	arma::vec aux(n);
	arma::vec MEAN = X * beta;
	arma::vec sdVec (n);
	sdVec.fill(sqrt(sigma2));
	arma::vec maxUpper (n);
	maxUpper.fill(1e10);
	if (set == true) {
	arma::vec TimeGreater(n);
	for (int i = 0; i < n; i++){
	if (Time[i] > eps_l){
	TimeGreater[i] = 1;
	}
	}
	arma::vec minLower(n);
	minLower.fill(-1e10);
	aux = Cens % (TimeGreater %
	rtnorm(n, log(abs(Time - eps_l)), log(Time + eps_r), MEAN, sdVec) +
	(1 - TimeGreater) % rtnorm(n, minLower, log(Time + eps_r), MEAN,
	sdVec)) + (1 - Cens) %
	rtnorm(n, log(Time), maxUpper, MEAN, sdVec);
	} else{
	aux = Cens % log(Time) + (1 - Cens) %
	rtnorm(n, log(Time), maxUpper, MEAN, sdVec);
	}
	return aux;
	}