and it can be done analytically: = -(1 + log(2 pi)) / 2 -- David L. Reiner
-----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Greg Snow Sent: Thursday, February 11, 2010 11:58 AM To: Trafim Vanishek; Peter Dalgaard Cc: r-help@r-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. Snow Ph.D. Statistical Data Center Intermountain 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 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 of the args list of '.Internal' being evaluated was: > (x, mean, sd, log) > > So how can I define x? > THanks a lot > > > > 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, > then the > > answer is -Inf because log(dnorm(x,...)) goes quadratically to -Inf > in both > > directions. If you meant otherwise, please tell us what you meant... > > > > [[alternative HTML version deleted]] > > ______________________________________________ > 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. ______________________________________________ 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. This e-mail and any materials attached hereto, including, without limitation, all content hereof and thereof (collectively, "XR Content") are confidential and proprietary to XR Trading, LLC ("XR") and/or its affiliates, and are protected by intellectual property laws. Without the prior written consent of XR, the XR Content may not (i) be disclosed to any third party or (ii) be reproduced or otherwise used by anyone other than current employees of XR or its affiliates, on behalf of XR or its affiliates. THE XR CONTENT IS PROVIDED AS IS, WITHOUT REPRESENTATIONS OR WARRANTIES OF ANY KIND. TO THE MAXIMUM EXTENT PERMISSIBLE UNDER APPLICABLE LAW, XR HEREBY DISCLAIMS ANY AND ALL WARRANTIES, EXPRESS AND IMPLIED, RELATING TO THE XR CONTENT, AND NEITHER XR NOR ANY OF ITS AFFILIATES SHALL IN ANY EVENT BE LIABLE FOR ANY DAMAGES OF ANY NATURE WHATSOEVER, INCLUDING, BUT NOT LIMITED TO, DIRECT, INDIRECT, CONSEQUENTIAL, SPECIAL AND PUNITIVE DAMAGES, LOSS OF PROFITS AND TRADING LOSSES, RESULTING FROM ANY PERSON'S USE OR RELIANCE UPON, OR INABILITY TO USE, ANY XR CONTENT, EVEN IF XR IS ADVISED OF THE POSSIBILITY OF SUCH DAMAGES OR IF SUCH DAMAGES WERE FORESEEABLE. ______________________________________________ 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.
