Re: [R] Numerical Integration Problems

2009-01-08 Thread Christos Argyropoulos
Hi, You may want to try the double exponential transformation on the numerator and the denominator on this one. The method is described in detail here: http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.prims/1145474600 If you want to give it a shot outside

Re: [R] R: numerical integration problems

2009-01-02 Thread Duncan Murdoch
On 02/01/2009 6:37 AM, Allan Clark wrote: hello all happy new year and hope you r having a good holiday. i would like to calculate the expectation of a particular random variable and would like to approximate it using a number of the functions contained in R. decided to do some experimentat

[R] R: numerical integration problems

2009-01-02 Thread Allan Clark
hello all happy new year and hope you r having a good holiday. i would like to calculate the expectation of a particular random variable and would like to approximate it using a number of the functions contained in R. decided to do some experimentation on a trivial example. example ==