[R] Integrate to 1? (gauss.quad)

Douglas Bates bates at stat.wisc.edu
Sun Nov 14 20:27:49 CET 2010


I don't know about the statmod package and the gauss.quad function but
generally the definition of Gauss-Hermite quadrature is with respect
to the function that is multiplied by exp(-x^2) in the integrand.  So
your example would reduce to summing the weights.

On Sun, Nov 14, 2010 at 11:18 AM, Doran, Harold <HDoran at air.org> wrote:
> Does anyone see why my code does not integrate to 1?
>
> library(statmod)
>
> mu <- 0
> s <- 1
> Q <- 5
> qq <- gauss.quad(Q, kind='hermite')
> sum((1/(s*sqrt(2*pi)))  * exp(-((qq$nodes-mu)^2/(2*s^2))) * qq$weights)
>
> ### This does what's it is supposed to
> myNorm <- function(theta) (1/(s*sqrt(2*pi)))  * exp(-((theta-mu)^2/(2*s^2)))
> integrate(myNorm, -Inf, Inf)
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>



More information about the R-help mailing list