On 3/21/07, Doran, Harold <[EMAIL PROTECTED]> wrote: > The function integrate() uses AGQ. There are other functions for > gaussian quadrature in the statmod() package that I really like.
I think that integrate does adaptive quadrature but not adaptive Gaussian quadrature (which probably should have been called adaptive Gauss-Hermite quadrature to be more specific). In the first case the "adaptive" refers to a choice of mesh size. In the second case one is integrating a function that is close to a multivariate Gaussian density by first finding the conditional optimum of the integrand and using a quadratic approximation to the log-integrand to establish the location of the Gauss-Hermite quadrature points. The Laplace approximation to the log-likelihood for a generalized linear mixed model is a 1-point adaptive Gauss-Hermite quadrature evaluation. > > > -----Original Message----- > > From: [EMAIL PROTECTED] > > [mailto:[EMAIL PROTECTED] On Behalf Of Caio > > Lucidius Naberezny Azevedo > > Sent: Wednesday, March 21, 2007 5:55 AM > > To: Help mailing list - R > > Subject: [R] Gaussian Adaptive Quadrature > > > > Hi all, > > > > Does anybody know any function that performs gaussian > > adapative quadrature integration of univariate functions? > > > > Thanks in advance, > > > > Regards, > > > > Caio > > > > __________________________________________________ > > > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > [email protected] 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. > > > > ______________________________________________ > [email protected] 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. > ______________________________________________ [email protected] 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.
