search for: oscillatory

...ith their probabilities. I tried several approaches: (A) Convolution: each X_j is approximated with Y_j=X_j+Z, where Z is an N(0,sigma) variable with small sigma. Then Y_j is a probability mixture of the normal variables N(x_j,sigma), where the x_j runs over all values of X_j, and has a highly oscillatory density. The density of Y=\sum Y_j is the convolution of the densities of the Y_j. I need this density at a sizeable number of points and this turns out to be too slow. The issue seems to be the convergence of the convolution integrals slowed down by the oscillatory nature of the densities of the...

...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) singularities, c extrapolation, globally adaptive c***author piessens,robert,appl. math. & progr. div. - k.u.leuven c de doncker,elise,appl. math. & progr. div. - k.u.leuven c***purpose the routine...

Dear All, I am given some noisy data which (by naked eye) appears to be oscillating first but finally growing. Is there any statistical set (I mean something different from e.g. a linear fit, which would not be convincing at all in my case) to detect growth (possibly without relying on any data fitting)? Many thanks Lorenzo

>> ------------------------ >> R & R, any comments? >> ------------------------ At present the parser makes the decision on what characters can go into symbol names based on isalpha(c). If someone will send me a function - say isidchar(c) which returns 1 for characters which can be in identifiers and 0 otherwise, I will replace the current test with that. Ross

Dear list, [cross-posting from Stack Overflow where this question has remained unanswered for two weeks] I'd like to perform a numerical integration in one dimension, I = int_a^b f(x) dx where the integrand f: x in IR -> f(x) in IR^p is vector-valued. integrate() only allows scalar integrands, thus I would need to call it many (p=200 typically) times, which sounds suboptimal. The