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*! version 1 5may2005
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************************************************************************************************************
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* gausshermite : Estimate an integral of the form |f(x)g(x/mu,sigma)dx where g(x/mu,sigma) is the distribution function
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* of the gaussian distribution of mean mu and variance sigma^2 by Gauss Hermite quadratures
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*
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* Version 1: May 5, 2005
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*
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*
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* Jean-benoit Hardouin, Regional Health Observatory of Orl<72>ans - France
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* jean-benoit.hardouin@orscentre.org
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*
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* News about this program : http://anaqol.free.fr
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* FreeIRT Project : http://freeirt.free.fr
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*
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* Copyright 2005 Jean-Benoit Hardouin
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 2 of the License, or
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* (at your option) any later version.
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*
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* This program is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
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*
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************************************************************************************************************
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program define gausshermite,rclass
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version 7
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syntax anything [, Sigma(real 1) MU(real 0) Nodes(integer 12) Display]
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tempfile gauss
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qui capture save `gauss',replace
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local save=0
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if _rc==0 {
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qui save `gauss',replace
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local save=1
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}
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tokenize `anything'
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drop _all
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qui set obs 100
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tempname noeuds poids
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qui ghquadm `nodes' `noeuds' `poids'
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qui gen x=.
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qui gen poids=.
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forvalues i=1/`nodes' {
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qui replace x=`noeuds'[1,`i'] in `i'
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qui replace poids=`poids'[1,`i'] in `i'
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}
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qui replace x=x*(sqrt(2)*`sigma')+`mu'
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qui gen f=poids/sqrt(_pi)*(`1')
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qui su f
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return scalar int=r(sum)
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if "`display'"!="" {
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di in green "int_R (`1')g(x/sigma=`sigma')dx=" in yellow %12.8f `r(sum)'
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}
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drop _all
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if `save'==1 {
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qui use `gauss',clear
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}
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end
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