On Wed, 13 Jun 2007, kavindra malik wrote: > I am interested in R functions for the following integrals / sums (expressed > best I can in text) - > > Normal: G_u(k) = Integration_{Lower limit=k}^{Upper limit=infinity} [(u -k) > f(u) d(u)], where where u is N(0,1), and f(u) is the density function. > > Poisson: G(lambda,k) = Sum_{Lower limit=k}^{Upper limit=infinity} [(x-k) p(x, > lambda)] where P(x,lambda) is the Poisson prob function with parameter lambda. > > The Normal expression is very commonly used in inventory management to > determine safety stocks (and its tabular values can be found in some > texts) - and I am also looking for Poisson and/or Gamma as that'd fit > the situation better. > > I am wondering if there are standard functions in R that might allow me to > get these values, instead of needing to do the numerical integration, etc. > myself.
Not that I know of, but it is not difficult to do the integration: > k <- 1.1 # for example > integrate(function(x) (x-k)*dnorm(x),lower=k,upper=Inf) 0.06861951 with absolute error < 5.5e-07 > see ?integrate ?qnorm ?qpois ?qgamma > Thank you very much. > > > > --------------------------------- > Sucker-punch spam with award-winning protection. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch 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. > Charles C. Berry (858) 534-2098 Dept of Family/Preventive Medicine E mailto:[EMAIL PROTECTED] UC San Diego http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901 ______________________________________________ R-help@stat.math.ethz.ch 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.