Hi all, Is there any other packages to do numerical integration other than the default 'integrate'?
Basically, I am integrating: integrate(function(x) dnorm(x,mu,sigma)/(1+exp(-x)),-Inf,Inf)$value The integration is ok provided sigma is >0. However, when mu=-1.645074 and sigma=17535.26 It stopped working. On the other hand, Maple gives me a value of 0.5005299403. It is an important line of the coding that I am doing and I am looking for some package that is able to do numerical integration efficiently (fast and accurate to a tol=1e-4). I have tried 'cubature', which does not give me anything even after 10 minutes. Thanks. casper ----- ################################################### PhD candidate in Statistics School of Mathematics, Statistics and Actuarial Science, University of Kent ################################################### -- View this message in context: http://r.789695.n4.nabble.com/R-numerical-integration-tp4500095p4500095.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
