Yes, this can be easily computed analytically (even though my result is a bit different).
--- On Fri, 12/2/10, dav...@rhotrading.com <dav...@rhotrading.com> wrote: > From: dav...@rhotrading.com <dav...@rhotrading.com> > Subject: Re: [R] Integral of function of dnorm > To: "Greg Snow" <greg.s...@imail.org>, "Trafim Vanishek" > <rdapam...@gmail.com>, "Peter Dalgaard" <p.dalga...@biostat.ku.dk> > Cc: r-help@r-project.org > Received: Friday, 12 February, 2010, 7:35 AM > and it can be done analytically: = > -(1 + log(2 pi)) / 2 > > -- David L. Reiner > > -----Original Message----- > From: r-help-boun...@r-project.org > [mailto:r-help-boun...@r-project.org] > On Behalf Of Greg Snow > Sent: Thursday, February 11, 2010 11:58 AM > To: Trafim Vanishek; Peter Dalgaard > Cc: r-help@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.s...@imail.org > 801.408.8111 > > > > -----Original Message----- > > From: r-help-boun...@r-project.org > [mailto:r-help-boun...@r- > > project.org] On Behalf Of Trafim Vanishek > > Sent: Thursday, February 11, 2010 9:49 AM > > To: Peter Dalgaard > > Cc: r-help@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]] > > > > ______________________________________________ > > R-help@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. > > ______________________________________________ > R-help@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. > > > This e-mail and any materials attached hereto, including, > without limitation, all content hereof and thereof > (collectively, "XR Content") are confidential and > proprietary to XR Trading, LLC ("XR") and/or its affiliates, > and are protected by intellectual property laws. > Without the prior written consent of XR, the XR Content may > not (i) be disclosed to any third party or (ii) be > reproduced or otherwise used by anyone other than current > employees of XR or its affiliates, on behalf of XR or its > affiliates. > > THE XR CONTENT IS PROVIDED AS IS, WITHOUT REPRESENTATIONS > OR WARRANTIES OF ANY KIND. TO THE MAXIMUM EXTENT > PERMISSIBLE UNDER APPLICABLE LAW, XR HEREBY DISCLAIMS ANY > AND ALL WARRANTIES, EXPRESS AND IMPLIED, RELATING TO THE XR > CONTENT, AND NEITHER XR NOR ANY OF ITS AFFILIATES SHALL IN > ANY EVENT BE LIABLE FOR ANY DAMAGES OF ANY NATURE > WHATSOEVER, INCLUDING, BUT NOT LIMITED TO, DIRECT, INDIRECT, > CONSEQUENTIAL, SPECIAL AND PUNITIVE DAMAGES, LOSS OF PROFITS > AND TRADING LOSSES, RESULTING FROM ANY PERSON'S USE OR > RELIANCE UPON, OR INABILITY TO USE, ANY XR CONTENT, EVEN IF > XR IS ADVISED OF THE POSSIBILITY OF SUCH DAMAGES OR IF SUCH > DAMAGES WERE FORESEEABLE. > > ______________________________________________ > R-help@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. > ______________________________________________ R-help@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.
