[R] Integral of function of dnorm
davidr at rhotrading.com
davidr at rhotrading.com
Thu Feb 11 21:35:29 CET 2010
and it can be done analytically: = -(1 + log(2 pi)) / 2
-- David L. Reiner
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
> 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
greg.snow at imail.org
> -----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)), -
> 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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