Re: [R] Gaussian Quadrature for arbitrary PDF

2013-10-21 Thread Marino David
Greatly enrich my mind. Thank you! David 2013/10/16 Spencer Graves spencer.gra...@structuremonitoring.com On 10/15/2013 5:37 PM, Marino David wrote: Hi Spencer: Thanks for your interpretation again and again. Your statement does enable me to have a good understanding of Gaussian

Re: [R] Gaussian Quadrature for arbitrary PDF

2013-10-15 Thread Marino David
Hi Spencer: Thanks for your interpretation again and again. Your statement does enable me to have a good understanding of Gaussian quadrature. This sos package you recommended is greatly powerful. From now on, I will use the sos package to find something helpful before I do some research.

Re: [R] Gaussian Quadrature for arbitrary PDF

2013-10-15 Thread Spencer Graves
On 10/15/2013 5:37 PM, Marino David wrote: Hi Spencer: Thanks for your interpretation again and again. Your statement does enable me to have a good understanding of Gaussian quadrature. This sos package you recommended is greatly powerful. From now on, I will use the sos package to find

Re: [R] Gaussian Quadrature for arbitrary PDF

2013-10-11 Thread Spencer Graves
Are you familiar with the sos package? Consider the following: library(sos) op - findFn('orthogonal polynomial') # 165 links in 35 pkgs ops - findFn('orthogonal polynomials')#158 links in 35 pkgs op. - op |ops# 194 links in 43 pkgs save(op., file='orthopoly.rda') summary(op.)

[R] Gaussian Quadrature for arbitrary PDF

2013-10-10 Thread Marino David
Hi all, We know that Hermite polynomial is for Gaussian, Laguerre polynomial for Exponential distribution, Legendre polynomial for uniform distribution, Jacobi polynomial for Beta distribution. Does anyone know which kind of polynomial deals with the log-normal, Student’s t, Inverse gamma and

Re: [R] Gaussian Quadrature for arbitrary PDF

2013-10-10 Thread Spencer Graves
On 10/10/2013 5:02 PM, Marino David wrote: Hi all, We know that Hermite polynomial is for Gaussian, Laguerre polynomial for Exponential distribution, Legendre polynomial for uniform distribution, Jacobi polynomial for Beta distribution. Does anyone know which kind of polynomial deals with

Re: [R] Gaussian Quadrature for arbitrary PDF

2013-10-10 Thread Spencer Graves
p.s. Orthogonal polynomials can be defined for any probability distribution on the real line, discrete, continuous, or otherwise, as described in the Wikipedia article on orthogonal polynomials. On 10/10/2013 5:02 PM, Marino David wrote: Hi all, We know that Hermite polynomial is for

Re: [R] Gaussian Quadrature for arbitrary PDF

2013-10-10 Thread Marino David
Thanks so much for your response. BTW, do you know any Gauss quadrature R package can deal with the arbitary PDF? Thank you! David 2013/10/11 Spencer Graves spencer.gra...@structuremonitoring.com p.s. Orthogonal polynomials can be defined for any probability distribution on the real line,