[R] Integral of function of dnorm
Charles Annis, P.E.
charles.annis at statisticalengineering.com
Thu Feb 11 18:24:34 CET 2010
Here's a suggestion: Plot the function:
x <- seq(3, 13, length=101)
plot(x, y=dnorm(x, mean=8,sd=1)*log(dnorm(x,mean=8,sd=1)))
x <- seq(7.5, 8.5, length=101)
plot(x, y=dnorm(x, mean=8,sd=1)*log(dnorm(x,mean=8,sd=1)))
x <- seq(7.9, 8.1, length=101)
plot(x, y=dnorm(x, mean=8,sd=1)*log(dnorm(x,mean=8,sd=1)))
This suggests to me that you can integrate over restricted domains of x, and
sum the intermediate results.
Charles Annis, P.E.
Charles.Annis at StatisticalEngineering.com
561-352-9699
http://www.StatisticalEngineering.com
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Trafim Vanishek
Sent: Thursday, February 11, 2010 11:49 AM
To: Peter Dalgaard
Cc: r-help at r-project.org
Subject: Re: [R] Integral of function of dnorm
This is exactly what I mean.
I need to find integrate(dnorm(mean=8,sd=1)*log(dnorm(mean=8,sd=1)), -Inf,
Inf)
Which doesn't work like that, because it says:
Error in dnorm(mean = 8, sd = 1) : element 1 is empty;
the part of the args list of '.Internal' being evaluated was:
(x, mean, sd, log)
So how can I define x?
THanks a lot
> Dear all,
>>
>> How is it possible in R to calculate the following integral:
>> Integral(-Inf, Inf)[log(dnorm(mean = 3, sd = 1))]
>>
>> how can I define that the density dnorm is taken on (-Inf, Inf)
>>
>> Thanks a lot!
>>
>
> Er, if you mean integral with respect to the x argument in dnorm, then the
> answer is -Inf because log(dnorm(x,...)) goes quadratically to -Inf in
both
> directions. If you meant otherwise, please tell us what you meant...
>
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