Yes, this can be easily computed analytically (even though my result is a bit
different).
--- On Fri, 12/2/10, dav...@rhotrading.com dav...@rhotrading.com wrote:
From: dav...@rhotrading.com dav...@rhotrading.com
Subject: Re: [R] Integral of function of dnorm
To: Greg Snow greg.s...@imail.org
This is exactly what I mean.
I need to find integrate(dnorm(mean=8,sd=1)*log(dnorm(mean=8,sd=1)), -Inf,
Inf)
Which doesn't work like that, because it says:
Error in dnorm(mean = 8, sd = 1) : element 1 is empty;
the part of the args list of '.Internal' being evaluated was:
(x, mean, sd,
[mailto:r-help-boun...@r-project.org] On
Behalf Of Trafim Vanishek
Sent: Thursday, February 11, 2010 11:49 AM
To: Peter Dalgaard
Cc: r-help@r-project.org
Subject: Re: [R] Integral of function of dnorm
This is exactly what I mean.
I need to find integrate(dnorm(mean=8,sd=1)*log(dnorm(mean=8,sd=1
: r-help@r-project.org
Subject: Re: [R] Integral of function of dnorm
This is exactly what I mean.
I need to find integrate(dnorm(mean=8,sd=1)*log(dnorm(mean=8,sd=1)), -Inf,
Inf)
Which doesn't work like that, because it says:
Error in dnorm(mean = 8, sd = 1) : element 1 is empty;
the part
Healthcare
greg.s...@imail.org
801.408.8111
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-
project.org] On Behalf Of Trafim Vanishek
Sent: Thursday, February 11, 2010 9:49 AM
To: Peter Dalgaard
Cc: r-help@r-project.org
Subject: Re: [R] Integral
-project.org
Subject: Re: [R] Integral of function of dnorm
Try:
tmpfun - function(x) dnorm(x,mean=8,sd=1)*log(dnorm(x,mean=8,sd=1))
integrate( tmpfun, -Inf, Inf)
Also you may want to look at the log argument to dnorm rather than
taking the log of the function.
Hope this helps,
--
Gregory (Greg) L
Dear all,
How is it possible in R to calculate the following integral:
Integral(-Inf, Inf)[log(dnorm(mean = 3, sd = 1))]
how can I define that the density dnorm is taken on (-Inf, Inf)
Thanks a lot!
[[alternative HTML version deleted]]
__
Trafim Vanishek wrote:
Dear all,
How is it possible in R to calculate the following integral:
Integral(-Inf, Inf)[log(dnorm(mean = 3, sd = 1))]
how can I define that the density dnorm is taken on (-Inf, Inf)
Thanks a lot!
Er, if you mean integral with respect to the x argument in dnorm,
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