Dear R users, i try to integrate lgamma from 0 to Inf. But here i get the message "roundoff error is detected in the extrapolation table", if i use 1.0e120 instead of Inf the computation works, but this is against the suggestion of integrates help information to use Inf explicitly. Using stirlings approximation doesnt bring the solution too.
## Stirlings approximation lgammaApprox <- function(x) { 0.5*log(2*pi)+(x-(1/2))*log(x)-x } integrate(lgamma, lower = 0, upper = 1.0e120) integrate(lgammaApprox, lower = 0, upper = 1.0e120) > integrate(lgamma, lower = 0, upper = 1.0e120) 1.374051e+242 with absolute error < 3.2e+235 > integrate(lgammaApprox, lower = 0, upper = 1.0e120) 1.374051e+242 with absolute error < 3.2e+235 integrate(lgamma, lower = 0, upper = Inf) integrate(lgammaApprox, lower = 0, upper = Inf) > integrate(lgamma, lower = 0, upper = Inf) Fehler in integrate(lgamma, lower = 0, upper = Inf) : roundoff error is detected in the extrapolation table > integrate(lgammaApprox, lower = 0, upper = Inf) Fehler in integrate(lgammaApprox, lower = 0, upper = Inf) : roundoff error is detected in the extrapolation table Many thanks if you have any advice for me! best regards Andreas -- ______________________________________________ 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.