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AffineProbit

Bounded-interval transform to unconstrained space via affine scaling + probit.

Parameters

Argument Meaning
low Lower bound of constrained interval
high Upper bound of constrained interval

Transformation

\[ x \in (\text{low},\text{high}) \mapsto y = \Phi^{-1}(z) \in \mathbb{R}, \quad z = \frac{x-\text{low}}{\text{high}-\text{low}} \]