[R] Integral of function of dnorm

[davidr at rhotrading.com]

and it can be done analytically: = -(1 + log(2 pi)) / 2

-- David L. Reiner

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Greg Snow
Sent: Thursday, February 11, 2010 11:58 AM
To: Trafim Vanishek; Peter Dalgaard
Cc: r-help at r-project.org
Subject: Re: [R] Integral of function of dnorm

Try:

> tmpfun <- function(x) dnorm(x,mean=8,sd=1)*log(dnorm(x,mean=8,sd=1))
> integrate( tmpfun, -Inf, Inf)

Also you may want to look at the log argument to dnorm rather than
taking the log of the function.

Hope this helps,

-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
801.408.8111


> -----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 9:49 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...
> >
> 
> 	[[alternative HTML version deleted]]
> 
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