similar to: Types of quadrature

Hi all, Does anybody know any function that performs gaussian adapative quadrature integration of univariate functions? Thanks in advance, Regards, Caio __________________________________________________ [[alternative HTML version deleted]]

Full_Name: Rene Locher Version: 2.7.2 Patched (2008-09-12 r46541) OS: XP Submission from: (NULL) (160.85.231.40) dat <- data.frame(event=factor(c("A","A","B")), time=as.POSIXct(c("2008-01-10","2008-01-01","2008-01-04"))) min(dat$time) ## "2008-01-01 CET" ## as expected

Can anyone help me on how to get the nodes and weights of the adaptive quadrature using R. Best wishes Boikanyo. ----- The University of Glasgow, charity number SC004401

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="hermite")" which uses

Hi, I would like to solve a double integral of the form \int_0^1 \int_0^1 x*y dx dy using Gauss Quadrature. I know that I can use R's integrate function to calculate it: integrate(function(y) { sapply(y, function(y) { integrate(function(x) x*y, 0, 1)$value }) }, 0, 1) but I would like to use Gauss Quadrature to do it. I have written the following code (using R's statmod package)

Hello to all, I am having 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

Hi there, I am using SAS Proc NLMIXED to maximize a likelihood with multivariate normal random effects. An example is the two part random effects model for repeated measures semi-continous data with a cluster at 0. I use the "model y ~ general(loglike)" statement in Proc NLMIXED, so I can specify a general log likelihood function constructed by SAS programming statements. Then the

Hi all, We know that Hermite polynomial is for Gaussian, Laguerre polynomial for Exponential distribution, Legendre polynomial for uniform distribution, Jacobi polynomial for Beta distribution. Does anyone know which kind of polynomial deals with the log-normal, Student抯 t, Inverse gamma and Fisher抯 F distribution? Thank you in advance! David [[alternative HTML version deleted]]

Define an array > v<-1:256 > dim(v)<-rep(4,4) Subarrays can be obtained as follows: > v[3,2,,2] [1] 71 87 103 119 > v[3,,,2] [,1] [,2] [,3] [,4] [1,] 67 83 99 115 [2,] 71 87 103 119 [3,] 75 91 107 123 [4,] 79 95 111 127 In the general case this procedure is very tedious. Given an array A, dim(A)=(dim_1,dim_2,...,dim_d) and two vectors

I was playing around with the ghyp package and simulated series of t-distributed variables when suddenly i was not able to reproduce the log likelihood values reported by the package. When trying to reproduce the likelihood values, I summed the log(dt(x,v)) values and it worked with some simulated series but not all. Is there any obvious flaws with this script? library("ghyp")

Sir, I am working on fitting distribution on multivariate financial data and then simulate observations from that fitted distribution. I use stepAIC.ghyp() function of 'ghyp' library which select the best fitted distribution from generalized hyperbolic distribution class on the given dataset. data(indices) # Multivariate case: aic.mv <- stepAIC.ghyp(indices, dist =

Thank you, How and where ? I configured only this: cat /Library/Server/Mail/Data/shared/shared-mailboxes * user=masteruser lr masteruser is ok for all masters (mailmaster) ? Luda > Am 09.04.2019 um 09:33 schrieb Aki Tuomi <aki.tuomi at open-xchange.com>: > > Hi! > > You need to grant the master user rights in your ACL file. > > Aki -------------- next part

Dear All., I've created R-code for which a user will be asked to choose between 2 analyses. I've written one function for each type of analysis. Within each function, the users is prompted to enter information. An example is: cat("Enter value for lower Linf :\n") L1<-scan(n=1) cat("Enter value for upper Linf :\n") L2<-scan(n=1)

My name is Marcelo Luda, I'm new to the list. I'm from Argentina and in the place where I work we ara planing to migrate to linux, but only if we can manage to run all the software we now use in windows. Obisuly, we are trying with Wine :-) Most of the app I need to run use MS RDO . We managed to install sussefully RDO and MSODBC but the apps crash when they try to use it. I attached a

Hi list DFS Links in a separate share seems to work, but in the [homes] section does not. Is this a known problem? Samba is 3.0.26a. /etc/smb.conf excerpts: ---------------------------- 8< ---------------------------- [global] ... host msdfs = yes ... [homes] ... msdfs root = yes ... [dfstest] path = /data/dfsroot msdfs root = yes ---------------------------- 8<

Hi, I've been learning how to use R TclTk in Windows over the last few months. I have recently put together a collection of examples of some common widgets and their corresponding R code, at http://bioinf.wehi.edu.au/~wettenhall/RTclTkExamples/ I would be interested in any feedback - Is it useful? Does it contain any significant errors or bad coding style? Does anyone else want to

Sorry if I didn't find the right manual. I would like to set up a new Domain Controller and connect it to an existing Office 365 with Exchange in a way, AD-Users of a certain group can login and not having to login to Office365. My questions: Can I map the existing Office365-Accounts to the new Domain? Is the existing username scheme in Office 365 of lois.griffin at company.com compatible

> Le 9 juil. 2020 ? 19:26, Bernhard Dick via samba <samba at lists.samba.org> a ?crit : > > ?Hi, > >> Am 02.07.2020 um 17:23 schrieb Martin Hauptmann via samba: >> Sorry if I didn't find the right manual. >> I would like to set up a new Domain Controller and connect it to an existing Office 365 with Exchange in a way, AD-Users of a certain group can login

Hello everyone, My data consists of marked points and several covariates, whereby the marks are the time points of the observations. The problem is, that one of the covariates is hard to handle as an image. This covariate represents the type of roads. As there aren't roads at every location of the map, one cannot specify the value of the covariate at any point on a grid, which is necessary to

Hi: I was wondering if someone could give me some examples of how to use the "integrate" function to perform multi-dimensional quadrature? I have a posterior density (up to a constant), for which I'd like to evaluate the normalizing constant. thanks for any help, Ravi.