It's polite to include the whole list in your replies so the threads
get archived properly.
Yes, underflow is occasionally a problem: hence the common use of
log-likelihood in MLE and other applications. Might that help you out
here? You can get log-likelihoods directly from pnorm and dnorm with
t
On Nov 8, 2011, at 9:43 AM, R. Michael Weylandt wrote:
Have you tried wrapping it in a function and using integrate()? R is
pretty good at handling numerical integration. If integrate() isn't
good for you, can you say more as to why?
Michael
On Nov 6, 2011, at 4:15 PM, JeffND wrote:
H
Have you tried wrapping it in a function and using integrate()? R is pretty
good at handling numerical integration. If integrate() isn't good for you, can
you say more as to why?
Michael
On Nov 6, 2011, at 4:15 PM, JeffND wrote:
> Hello to all,
>
> I am having trouble with intregrating a co
Hello to all,
I am having trouble with intregrating a complicated uni-dimensional function
of the following form
Phi(x-a_1)*Phi(x-a_2)*...*Phi(x-a_{n-1})*phi(x-a_n).
Here n is about 5000, Phi is the cumulative distribution function of
standard normal,
phi is the density function of standard nor
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