[R] R numerical integration

[casperyc]

The quadinf command in library  pracma still fails when mu=-2.986731 with
sigma=53415.18.
While Maple gives me an estimate of 0.5001701024.
########################################
Maple: (for those who are interested)
myf:=(mu,sigma)->
evalf(Int(exp(-(x-mu)^2/2/sigma^2)/sigma/sqrt(2*Pi)/(1+exp(-x)),
x=-infinity..infinity));
myf(-2.986731, 53415.18 );
                                        0.5001701024
########################################

These 'mu's and 'sigma's are now random starting points I generated for an
optimization problem like I have mentioned.

I should really investigate the behavior of this function before I ask R
doing the integration. As I have mentioned that I had already realized the
integral is between 0 and 1. And I have had a look at the contour plots of
different mu and sigma. I am going to 'restrict' mu and sigma to certain
(small) values, and still get the integral to produce a value between 0 and
1.

All of your help is much appreciated.

casper

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PhD candidate in Statistics
School of Mathematics, Statistics and Actuarial Science, University of Kent
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