Yes, this can be easily computed analytically (even though my result is a bit
different).
--- On Fri, 12/2/10, dav...@rhotrading.com wrote:
> From: dav...@rhotrading.com
> Subject: Re: [R] Integral of function of dnorm
> To: "Greg Snow" , "Trafim Vanishek"
>
-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,
--
Greg
oject.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, s
10 11:49 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
@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Trafim Vanishek
Sent: Thursday, February 11, 2010 11:49 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(dno
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)
Trafim Vanishek wrote:
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
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!
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