Deepankar Basu <basu.15 <at> osu.edu> writes: > > > For my model, the likelihood function for each observation is the sum of > three integrals. The integrand in each of these integrals is of the > following form: > > A*exp(B+C*x-D*x^2) >
(where D is positive) Being very lazy, I tried Mathematica's online integrator (http://integrals.wolfram.com/index.jsp), which says that 2 Integrate[Exp[b + c x - d x ], x] == 2 b + c /(4 d) -c + 2 d x E Sqrt[Pi] Erf[----------] 2 Sqrt[d] -------------------------------------- 2 Sqrt[d] R knows "Erf" (the error function) as pnorm -- can you use this to avoid numerical integration entirely ?? ______________________________________________ [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.
