Displaying 2 results from an estimated 2 matches for "quadinf".
2012 Apr 18
0
Numerical integration again
Hi all,
Here is an integration function
require(pracma) # for 'quadinf'
myint=function(j) {
quadinf(function(x)
(1/(1+exp(-x)))^j*(1-1/(1+exp(-x)))^(k-j)*dnorm(x,mu,casigma),-Inf,Inf)
}
in any optimization routine. It works fine most of the time but failed with
some particular sets of values, say one of the following:
k=20
mu=-1.978295
casigma=0.008326927...
2012 Mar 23
3
R numerical integration
Hi all,
Is there any other packages to do numerical integration other than the
default 'integrate'?
Basically, I am integrating:
integrate(function(x) dnorm(x,mu,sigma)/(1+exp(-x)),-Inf,Inf)$value
The integration is ok provided sigma is >0.
However, when mu=-1.645074 and sigma=17535.26
It stopped working. On the other hand, Maple gives me a value of
0.5005299403.
It is an