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Hi All, I am trying to use A Gaussian quadrature over the interval (-infty,infty) with weighting function W(x)=exp(-(x-mu)^2/sigma) to estimate an integral. Is there a way to do it in R? Is there a function already implemented which uses such weighting function. I have been searching in the statmode package and I found the function "gauss.quad(100, kind="hermit...

...ng trouble with intregrating a complicated uni-dimensional function of the following form Phi(x-a_1)*Phi(x-a_2)*...*Phi(x-a_{n-1})*phi(x-a_n). Here n is about 5000, Phi is the cumulative distribution function of standard normal, phi is the density function of standard normal, and x ranges over (-infty,infty). My idea is to to use quadrature to handle this integral. But since Phi has not cloaed form, I don't know how to do this effeciently. I appreciate very much if someone has any ideas about it. Thanks! Jeff -- View this message in context: http://r.789695.n4.nabble.com/how-to-use-quadr...

...has the elements "0.d0" and "2.d0". How can I change it to run in R? The function can be found in page 230 from http://www.stat.wisc.edu/~mchung/teaching/stat471/stat_computing.pdf Function is as follows: gauher <- function(n) {# Gauss-Hermite: returns x,w so that #\int_-\infty^\infty exp(-x^2) f(x) dx \doteq \sum w_i f(x_i) EPS <- 3.e-14 PIM4 <- .7511255444649425D0 MAXIT <- 10 m <- trunc((n+1)/2) x <- w <- rep(-1,n) for (i in 1:m) { if (i==1) { z <- sqrt(2*n+1)-1.85575*(2*n+1)^(-.16667) } else if(i==2) { z <- z-1.14*n^.426/z } else if (i==3) { z &...

Hi, dear R users I am a newbie in R and I wantto use the method of meximum likelihood to fit a Weibull distribution to my survival data. I use "optim" as follows: optim(c(1, 0.25),weibull.like,mydata=mydata,method="L-BFGS-B",hessian = TRUE) My question is: how do I setup the constraints so that the two parametrs of Weibull to be pisotive? Or should I use other function

...ersion: 2.4.0 RC OS: MacOSX 10.4.7 Submission from: (NULL) (139.166.242.29) The first cut line described in Trig.Rd for asin() is incorrect in the ascii version of the manpage. The Rd file reads: For \code{asin()} and \code{acos()}, there are two cuts, both along the real axis: \eqn{\left(-\infty, -1\right]}{\(-Inf, 1\]} and Note the inconsistency between the ascii and latex equations. It should read: For \code{asin()} and \code{acos()}, there are two cuts, both along the real axis: \eqn{\left(-\infty, -1\right]}{\(-Inf, -1\]} and where the final "1" has been changed to a...

Greetings, Sorry, the last message was sent by mistake! Here it is again: I encounter a strange problem computing some numerical integrals on [0,oo). Define $$ M_j(x)=exp(-jax) $$ where $a=0.08$. We want to compute the $L^2([0,\infty))$-inner products $$ A_{ij}:=(M_i,M_j)=\int_0^\infty M_i(x)M_j(x)dx $$ Analytically we have $$ A_{ij}=1/(a(i+j)). $$ In the code below we compute the matrix $A_{i,j}$, $1\leq i,j\leq 5$, numerically and check against the known analytic values. When I run this code most components of A are correct,...

Dear list, I'm seeking some advice regarding a particular numerical integration I wish to perform. The integrand f takes two real arguments x and y and returns a vector of constant length N. The range of integration is [0, infty) for x and [a,b] (finite) for y. Since the integrand has values in R^N I did not find a built-in function to perform numerical quadrature, so I wrote my own after some inspiration from a post in R-help, library(statmod) ## performs 2D numerical integration ## using Gauss-Legendre quadrature ## wi...

Hi there. Thanks for your time in advance. I am using R 2.2.0 and OS: Windows XP. My final goal is to calculate 1/2*integral of (f1(x)^1/2-f2(x)^(1/2))^2dx (Latex codes: $\frac{1}{2}\int^{{\infty}}_{\infty} (\sqrt{f_1(x)}-\sqrt{f_2(x)})^2dx $.) where f1(x) and f2(x) are two marginal densities. My problem: I have the following R codes using "adapt" package. Although "adapt" function is mainly designed for more than 2 dimensions, the manual says it will also call up &quo...

Dear R-users I would like to integrate something like \int_k^\infty (1 - F(x)) dx, where F(.) is a cumulative distribution function. As mentioned in the "integrate" help-page: integrate(dnorm,0,20000) ## fails on many systems. This does not happen for an adaptive Simpson or Lobatto quadrature (cf. Matlab). Even though I am hardly familiar with numerical i...

Full_Name: Jerry W. Lewis Version: 2.6.1 OS: Windows XP Professional Submission from: (NULL) (24.147.191.250) pchisq(0,0,ncp=lambda) returns 0 instead of exp(-lambda/2) pchisq(x,0,ncp=lambda) returns NaN instead of exp(-lambda/2)*(1 + SUM_{r=0}^infty ((lambda/2)^r / r!) pchisq(x, df + 2r)) qchisq(.7,0,ncp=1) returns 1.712252 instead of 0.701297103 qchisq(exp(-1/2),0,ncp=1) returns 1.238938 instead of 0

...d.) pg 631. The p value produced by the NRC code is generally larger than that produced by R by a factor of 10. Currently I am not in a position to download the R source and look at it - lack of space :( has anybody used the NRC code? The text mentions that it calculates the sum Q(L) = 2 \sum^{-\infty}_{j=1} (-1)^(j-1) \exp^{-2 j^2 L^2} and the value of L is given by [ sqrt(n) + 0.12 + 0.11 / sqrt(n) ] * D where n = n1*n2/(n1+n2) .. n1, n2 are lengths of the vectors and D is the calculated statistic. Is this the same definition as used in R? Thanks, ----------------------------------------...

Hi there. Thanks for your time in advance. My final goal is to calculate 1/2*integral of (f1(x)^1/2-f2(x)^(1/2))^2dx (Latex codes: $\frac{1}{2}\int^{{\infty}}_{\infty} (\sqrt{f_1(x)}-\sqrt{f_2(x)})^2dx $.) where f1(x) and f2(x) are two estimated marginal densities. My problem: I have the following R codes using "adapt" package. Although "adapt" function is mainly designed for more than 2 dimensions, the manual says it will also ca...

Hi there. Thanks for your time in advance. My final goal is to calculate 1/2*integral of (f1(x)^1/2-f2(x)^(1/2))^2dx (Latex codes: $\frac{1}{2}\int^{{\infty}}_{\infty} (\sqrt{f_1(x)}-\sqrt{f_2(x)})^2dx $.) where f1(x) and f2(x) are two marginal densities. My problem: I have the following R codes using "adapt" package. Although "adapt" function is mainly designed for more than 2 dimensions, the manual says it will also call up &quo...

Given X1,...,Xn ~ t_k(mu,sigma) student t distribution with k degrees of freedom, mean mu and standard deviation sigma, I want to obtain the MLEs of the three parameters (mu, sigma and k). When I try traditional optimization techniques I don't find the MLEs. Usually I just get k->infty. Does anybody know of any algorithms/functions in R that can help me obtain the MLEs? I am especially interested in the MLE for k, the degrees of freedom. Thank you! Barbara

I am writing to ask if R has a build- in function to calculate this polylogarithm Li_n(z) function , also known as the Jonqui?re's function defined as Li_n(z)=sum_(k=1)^infty(z^k)/(k^n) Thanks Andy

...sing COM32 API ? I'm trying to make simple "Hello World" using COM32, but this code does not works 8-( org 0x101000 ; this number I get from comboot.doc _start: mov ecx,msge-msg mov ebx,msg mov ah,0x02 .L: mov dl, byte [ebx] inc ebx int 0x21 loop .L .Z: jmp .Z ; \infty loop msg: db "Hello World !" msge: END What Do I do incorrect ? PS: I use NASM 0.98

Greetings,   I encounter a strange problem computing some numerical integrals on [0,oo). Define $$ M_j(x)=exp(-jax) $$ where $a=0.08$. We want to compute the $L^2([0,\infty))$-inner products $$ A_{ij}:=(M_i,M_j)=\int_0^\infty M_i(x)M_j(x)dx $$ Analytically we have $$ A_{ij}=1/(a(i+j)). $$ In the code below we compute the matrix $A_{i,j}$, $1\leq i,j\leq 5$, numerically and check against the known analytic values.   When I run this code most components of A are correct...

...ibution function LANG(qnchisq) gives the quantile function and LANG(rnchisq) generates random deviates. PARA ! The non-central chi-square distribution with EQN(df) degrees of freedom ! and non-centrality parameter EQN(greeklambda) has density ! DEQN(f(x) = SUP(e @@ -\lambda / 2) ! \sum_{r=0}^\infty \frac{\lambda^r}{2^r r!} \mathrm{pchisq}(x, df + 2r) ! @@ ! f(x) = exp(-lambda/2) SUM_{r=0}^infty (lambda^r / 2^r r!) ! pchisq(x, df + 2r) ! ) for EQN(x GE 0). ) =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=- r-devel mailing list -- Read http://www.ci.tuwi...

I want to fit some p-values to a beta distribution. But the problem is some of the values have 0s and 1's. I am getting an error if I use the MASS function to do this. Is there anyway to get around this? -- Thanks, Jim. [[alternative HTML version deleted]]

I wonder - do we have some helper/processor/gem to automatically convert all URLs in a passed string to their canonical equivalent - i.e. with the protocol, host and such prepended based on the Rails environment. Super-duper infty for RSS feeds (I hate their requirement for canonical URLs everywhere). -- Julian ''Julik'' Tarkhanov please send all personal mail to me at julik.nl