casperyc hotmail.co.uk> writes:
>
I don't know what is wrong with your Maple calculations, but I think
you should check them carefully, because:
(1) As Petr explained, the value of the integral will be < 0.5
(2) The approach of Peter still works and returns : 0.4999777
(3) And the same result c
The quadinf command in library pracma still fails when mu=-2.986731 with
sigma=53415.18.
While Maple gives me an estimate of 0.5001701024.
Maple: (for those who are interested)
myf:=(mu,sigma)->
evalf(Int(exp(-(x-mu)^2/2/sigma^2)/sigma/sqrt(2*Pi)/(1+exp(-x)
On Mar 24, 2012, at 09:46 , Petr Savicky wrote:
> Integrating with infinite limits is necessarily a heuristic.
...as is numerical integration in general. In the present case, the infinite
limits are actually only half the problem. The integrate() function is usually
quite good at dealing with
On Fri, Mar 23, 2012 at 01:27:57PM -0700, casperyc wrote:
> 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)$value
>
> The integration is o
Hans W Borchers googlemail.com> writes:
>
> casperyc hotmail.co.uk> writes:
>
> > Is there any other packages to do numerical integration other than the
> > default 'integrate'?
> > Basically, I am integrating:
> >
> > integrate(function(x) dnorm(x,mu,sigma)/(1+exp(-x)),-Inf,Inf)$value
> >
>
casperyc hotmail.co.uk> writes:
> 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 m
On 02/01/2009 6:37 AM, Allan Clark wrote:
hello all
happy new year and hope you r having a good holiday.
i would like to calculate the expectation of a particular random variable and would like to approximate it using a number of the functions contained in R. decided to do some experimentat
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