From: francogrex <francogrex_at_mail.com>

Date: Sun, 30 Dec 2007 09:25:10 -0800 (PST)

Date: Sun, 30 Dec 2007 09:25:10 -0800 (PST)

This may be far-fetched:

In Bayesian analysis to find the marginal posterior distribution of a
parameter it requires integration out of the so-called nuisance parameters.
Is there in R (like an equivalent to the deriv function) but to find the
expression of the integration (or an anti-derivative)? Like for example I
want to integrate out mu in the normal distribution, I would introduce
(note:punctuation marks are made up):

integral(prod[i to n] 1/sqrt(2*pi*s^2)*exp(-(xi-mu)/2*s^2), dmu)
and it would give me:

1/(sqrt(n)*(2*pi*s^2)^((n-1)/2))*exp(-sum[i to n]((xi-xbar)^2)/2*s^2)
?

-- View this message in context: http://www.nabble.com/Bayesian-Integration-%28stat-question%29-tp14549095p14549095.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help_at_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.Received on Sun 30 Dec 2007 - 17:27:14 GMT

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