casperyc <casperyc <at> hotmail.co.uk> writes: > I don't know what is wrong with your Maple calculations, but I think you should check them carefully, because:
(1) As Petr explained, the value of the integral will be < 0.5 (2) The approach of Peter still works and returns : 0.4999777 (3) And the same result comes out with Mathematica: 0.49997769... Hans Werner > The quadinf command in library pracma still fails when mu=-2.986731 with > sigma=53415.18. > While Maple gives me an estimate of 0.5001701024. > ######################################## > Maple: (for those who are interested) > myf:=(mu,sigma)-> > evalf(Int(exp(-(x-mu)^2/2/sigma^2)/sigma/sqrt(2*Pi)/(1+exp(-x)), > x=-infinity..infinity)); > myf(-2.986731, 53415.18 ); > 0.5001701024 > ######################################## > > These 'mu's and 'sigma's are now random starting points I generated for an > optimization problem like I have mentioned. > > I should really investigate the behavior of this function before I ask R > doing the integration. As I have mentioned that I had already realized the > integral is between 0 and 1. And I have had a look at the contour plots of > different mu and sigma. I am going to 'restrict' mu and sigma to certain > (small) values, and still get the integral to produce a value between 0 > and 1. > > All of your help is much appreciated. > > casper > ______________________________________________ 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.