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2008 Feb 18
0
Solved (??) Behaviour of integrate (was 'Poisson-lognormal probab ility calculations')
...e a better way!
A plot of the integrand showed a very sharp peak, so I was running into the
integrand "feature" mentioned in the note. I resolved it by limiting the
range of integration as shown here:
--------------------------------------------------
function (x, meanlog = 0, sdlog = 1, sdlim=6, rel.tol =
.Machine$double.eps^0.5,...) {
#+
# K. Jewell Feb 2008
# Based on VGAM::dpolono, modified to cover wider range of x
# Some simplification, but major change is to avoid integration problems by
# limiting range of integration to sdlim (default = 6) standard deviations
each side
# of m...