, Harold
> Gesendet: Montag, 15. November 2010 18:11
> An: Douglas Bates
> Cc: r-help@r-project.org
> Betreff: Re: [R] Integrate to 1? (gauss.quad)
>
> Thank you, Doug. I am still missing something here. Should
> this simply be sum(f(x_i) * w_i) where x_i is node i and w_i
>
, November 14, 2010 2:28 PM
> To: Doran, Harold
> Cc: r-help@r-project.org
> Subject: Re: [R] Integrate to 1? (gauss.quad)
>
> I don't know about the statmod package and the gauss.quad function but
> generally the definition of Gauss-Hermite quadrature is with respect
> to
I don't know about the statmod package and the gauss.quad function but
generally the definition of Gauss-Hermite quadrature is with respect
to the function that is multiplied by exp(-x^2) in the integrand. So
your example would reduce to summing the weights.
On Sun, Nov 14, 2010 at 11:18 AM, Dora
Does anyone see why my code does not integrate to 1?
library(statmod)
mu <- 0
s <- 1
Q <- 5
qq <- gauss.quad(Q, kind='hermite')
sum((1/(s*sqrt(2*pi))) * exp(-((qq$nodes-mu)^2/(2*s^2))) * qq$weights)
### This does what's it is supposed to
myNorm <- function(theta) (1/(s*sqrt(2*pi))) * exp(-((th
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