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44 lines
1.7 KiB
Plaintext
44 lines
1.7 KiB
Plaintext
8 months ago
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{* 5may2005}{...}
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{hline}
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help for {hi:gausshermite}{right:Jean-Benoit Hardouin}
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{hline}
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{title:Estimation of integrals using Gauss Hermite quadratures}
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{p 8 14 2}{cmd:gausshermite} {it:function} , {cmdab:s:igma}({it:#}) {cmd:mu}({it:#}) {cmdab:n:odes}({it:#}) {cmdab:d:isplay}
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{title:Description}
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{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.
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{title:Options}
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{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.
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{p 4 4 2}{cmd:mu} defines the mean of x (0 by default).
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{p 4 4 2}{cmd:sigma} defines the standard deviation of x (1 by default).
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{p 4 4 2}{cmd:nodes} defines the number of quadrature nodes (12 by default).
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{p 4 4 2}{cmd:display} allows automatically displaying the estimation.
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{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}.
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{title:Example}
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{cmd:. gausshermite x^2}
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{cmd:. gausshermite x^4+exp(x)-2, sigma(1.5) mu(-.4) d n(10)}
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{title:Outputs}
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{p 4 4 2}The estimated value of the integral is saved in {cmd:r(int)}.
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{title:Author}
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{p 4 8 2}Jean-Benoit Hardouin, Regional Health Observatory (ORS) - 1, rue Porte Madeleine - BP 2439 - 45032 Orleans Cedex 1 - France.
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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}
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