Dear list,
I'm calculating the integral of a Gaussian function from 0 to
infinity. I understand from ?integrate that it's usually better to
specify Inf explicitly as a limit rather than an arbitrary large
number, as in this case integrate() performs a trick to do the
integration better.
However,
] puzzle with integrate over infinite range
Dear list,
I'm calculating the integral of a Gaussian function from 0 to
infinity. I understand from ?integrate that it's usually better to
specify Inf explicitly as a limit rather than an arbitrary large
number, as in this case integrate() performs a trick
: [R] puzzle with integrate over infinite range
Dear list,
I'm calculating the integral of a Gaussian function from 0 to
infinity. I understand from ?integrate that it's usually better to
specify Inf explicitly as a limit rather than an arbitrary large
number, as in this case integrate
, 2010 8:38 AM
To: r-help
Subject: [R] puzzle with integrate over infinite range
Dear list,
I'm calculating the integral of a Gaussian function from 0 to
infinity. I understand from ?integrate that it's usually better to
specify Inf explicitly as a limit rather than an arbitrary large
number
, 2010 8:38 AM
To: r-help
Subject: [R] puzzle with integrate over infinite range
Dear list,
I'm calculating the integral of a Gaussian function from 0 to
infinity. I understand from ?integrate that it's usually better to
specify Inf explicitly as a limit rather than an arbitrary large
number
, 2010 8:38 AM
To: r-help
Subject: [R] puzzle with integrate over infinite range
Dear list,
I'm calculating the integral of a Gaussian function from 0 to
infinity. I understand from ?integrate that it's usually better to
specify Inf explicitly as a limit rather than an arbitrary large
On Tue, 21 Sep 2010, baptiste Auguié wrote:
Thanks, I'll do that too from now on.
It strikes me that in a case such as this one it may be safer to use a
truncated, finite interval around the region where the integrand is non-zero,
rather than following the advice of ?integrate to use Inf as
I see, thank you.
I'm still worried by the very dramatic error I obtained just from
shifting so slightly the support of the integrand, it took me a while
to figure what happened even with this basic example (I knew the
integral couldn't be so small!).
For a general integration in [0, infty),
On 21/09/2010 1:29 PM, baptiste auguie wrote:
I see, thank you.
I'm still worried by the very dramatic error I obtained just from
shifting so slightly the support of the integrand, it took me a while
to figure what happened even with this basic example (I knew the
integral couldn't be so
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