r will ask 'f' for a vector of
function
evaluations at the set of nodes). This can be achieved either explicitly or
implicitly
(by calling the sapply inside the function).
Christos
Date: Wed, 23 Jun 2010 20:22:15 -0400
Subject: Re: [R] integrate dmvtnorm
From: carrieands...@gmail.c
une 23, 2010 8:23 pm
Subject: Re: [R] integrate dmvtnorm
To: Christos Argyropoulos
Cc: r-help@r-project.org
> Thanks!
> Both suggestions are very helpful.
> One more question:
> Can I use Vectorize to solve double integration question ?
>
> Now that
> f=function(x, y)
From: carrieands...@gmail.com
> To: R-help@r-project.org
> Subject: [R] integrate dmvtnorm
>
> Hello, everyone,
>
> I have a question about integration of product of two densities.
> Here is the sample code; however the mean of first density is a function of
> another r
00e-14 1.887638e-17
>
>
> suggesting the solution:
>
> vf<-Vectorize(f)
>
> > integrate(vf,lower=-Inf, upper=Inf)
>
> 0.1314427 with absolute error < 4e-05
>
>
> Christos
>
>
>
>
> > Date: Wed, 23 Jun 2010 19:05:53 -0400
> > From: car
r < 4e-05
>
Hope this helps,
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Carrie Li
Sent: Wednesday, June 23, 2010 7:06 PM
To: r-help
Subject: [R] integrate dmvtnorm
Hello, everyone,
I have a question about integratio
Hello, everyone,
I have a question about integration of product of two densities.
Here is the sample code; however the mean of first density is a function of
another random variable, which is to be integrated.
##
f=function(x) {dmvnorm(c(0.6, 0.8), mean=c(0.75, 0.75/x))*dnorm(x, mean=0.6,
sd=0.15
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