Fixed error in surprisal calculation for normal distribution

robjhyndman · Nov 13, 2024 · 0a395c2 · 0a395c2
1 parent 3312024
commit 0a395c2
Showing 1 changed file with 1 addition and 3 deletions.
diff --git a/R/surprisal_prob.R b/R/surprisal_prob.R
@@ -89,10 +89,8 @@ surprisal_gpd_prob <- function(s, threshold_p) {
 
 # Surprisal probabilities for normal distributions
 surprisal_normal_prob <- function(s, distribution) {
-  mu <- mean(distribution)
   sigma2 <- distributional::variance(distribution)
-  x <- sqrt(2 * s - log(2 * pi * sigma2))
-  z <- (x - mu)/sqrt(sigma2)
+  z <- sqrt(2 * s - log(2 * pi * sigma2))
   2 * (1 - stats::pnorm(abs(z)))
 }