Clamp probabilities away from 0 and 1

Bounds a probability vector to \([\epsilon,\, 1 - \epsilon]\) so that downstream \(\log p\) or \(\log(1 - p)\) evaluations stay finite. Used throughout the likelihood and prediction code to guard survival and CDF values against exact 0 or 1.

Usage

hzr_clamp_prob(p, eps = 1e-12)

Arguments

p

Numeric vector of probabilities.

eps

Small positive tolerance in \((0, 0.5)\); default 1e-12.

Value

Numeric vector bounded to [eps, 1 - eps].

See also

hzr_log1pexp() and hzr_log1mexp() for the companion stable-logarithm primitives.

Examples

hzr_clamp_prob(c(0, 0.5, 1))
#> [1] 1e-12 5e-01 1e+00