You cannot select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
44 lines
1.7 KiB
Plaintext
44 lines
1.7 KiB
Plaintext
{smcl}
|
|
{* 5may2005}{...}
|
|
{hline}
|
|
help for {hi:gausshermite}{right:Jean-Benoit Hardouin}
|
|
{hline}
|
|
|
|
{title:Estimation of integrals using Gauss Hermite quadratures}
|
|
|
|
{p 8 14 2}{cmd:gausshermite} {it:function} , {cmdab:s:igma}({it:#}) {cmd:mu}({it:#}) {cmdab:n:odes}({it:#}) {cmdab:d:isplay}
|
|
|
|
{title:Description}
|
|
|
|
{p 4 4 2}{cmd:gausshermite} approximates the integrals of the form f(x)g(x/mu,sigma) on all the reals where g(x/mu,sigma) is the gaussian distribution function with mean mu and variance sigma^2.
|
|
|
|
{title:Options}
|
|
|
|
{p 4 4 2}{it:function} defines f(x). For example, if f(x)=x^2, {it:function} is x^2. It is necessary to use x for the variable of integration.
|
|
|
|
{p 4 4 2}{cmd:mu} defines the mean of x (0 by default).
|
|
|
|
{p 4 4 2}{cmd:sigma} defines the standard deviation of x (1 by default).
|
|
|
|
{p 4 4 2}{cmd:nodes} defines the number of quadrature nodes (12 by default).
|
|
|
|
{p 4 4 2}{cmd:display} allows automatically displaying the estimation.
|
|
|
|
{p 4 4 2}Note that the quadrature nodes and the associated weights are computed using the {cmd:ghquadm} Stata command. Find this command with {stata findit ghquadm:findit ghquadm}.
|
|
|
|
{title:Example}
|
|
|
|
{cmd:. gausshermite x^2}
|
|
|
|
{cmd:. gausshermite x^4+exp(x)-2, sigma(1.5) mu(-.4) d n(10)}
|
|
|
|
|
|
{title:Outputs}
|
|
|
|
{p 4 4 2}The estimated value of the integral is saved in {cmd:r(int)}.
|
|
|
|
{title:Author}
|
|
|
|
{p 4 8 2}Jean-Benoit Hardouin, Regional Health Observatory (ORS) - 1, rue Porte Madeleine - BP 2439 - 45032 Orleans Cedex 1 - France.
|
|
You can contact the author at {browse "mailto:jean-benoit.hardouin@orscentre.org":jean-benoit.hardouin@orscentre.org} and visit the websites {browse "http://anaqol.free.fr":AnaQol} and {browse "http://freeirt.free.fr":FreeIRT}
|