From: Duncan Murdoch <murdoch_at_stats.uwo.ca>

Date: Fri 23 Dec 2005 - 12:23:04 EST

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Dec 23 12:28:46 2005

Date: Fri 23 Dec 2005 - 12:23:04 EST

On 12/22/2005 7:56 PM, Bickel, David wrote:

> Is there any R function that computes the convolution of the double

*> exponential distribution?
**>
**> If not, is there a good way to integrate ((q+x)^n)*exp(-2x) over x from
**> 0 to Inf for any value of q and for any positive integer n? I need to
**> perform the integration within a function with q and n as arguments. The
**> function integrate() is giving me this message:
**>
**> "evaluation of function gave a result of wrong length"
*

Under the substitution of y = q+x, that looks like a gamma integral. The x = 0 to Inf range translates into y = q to Inf, so you'll need an incomplete gamma function, such as pgamma. Be careful to get the constant multiplier right.

Duncan Murdoch

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Dec 23 12:28:46 2005

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