Displaying 3 results from an estimated 3 matches for "dqagi".
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dagi
2001 Jul 12
1
more subroutines for integrate()
I was pleased to find integrate() using the quadpack routines "dqags" and
"dqagi". However, I would also like to have the routine "dqawoe"
included. This routine is summarized as follows...
c***keywords automatic integrator, special-purpose,
c integrand with oscillatory cos or sin factor,
c clenshaw-curtis method, (end point) singulari...
2010 Dec 02
4
Integral of PDF
The integral of any probability density from -Inf to Inf should equal 1, correct? I don't understand last result below.
> integrate(function(x) dnorm(x, 0,1), -Inf, Inf)
1 with absolute error < 9.4e-05
> integrate(function(x) dnorm(x, 100,10), -Inf, Inf)
1 with absolute error < 0.00012
> integrate(function(x) dnorm(x, 500,50), -Inf, Inf)
8.410947e-11 with absolute error <
2007 Nov 09
5
Multivariate integration with infinite limits
Dear All,
Can R perform multivariate integration with infinite limits of integration?
Thanks in advance,
Paul