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RBesT (version 1.11-0)

integrate_density_log.normMix: Integrate a log-space function against a mixture density

Description

Computes \(\int \exp(\text{log\_integrand}(x)) f_{\text{mix}}(x) dx\). Uses logit-space transformation for numerical stability with adaptive integration. S3 generic dispatching on the mixture type.

Usage

# S3 method for normMix
integrate_density_log(mix, log_integrand, ...)
# S3 method for betaMix
integrate_density_log(mix, log_integrand, ...)
# S3 method for gammaMix
integrate_density_log(mix, log_integrand, ...)
integrate_density_log(mix, log_integrand, ...)
# S3 method for default
integrate_density_log(
  mix,
  log_integrand,
  Lplower = -Inf,
  Lpupper = Inf,
  eps = getOption("RBesT.integrate_prob_eps", 1e-06),
  ...
)

Arguments

mix

mixture density to integrate over (dispatch argument)

log_integrand

function returning log(g(x))

...

additional arguments passed to methods

Methods (by class)

  • integrate_density_log(normMix): Gauss-Hermite method for normMix

  • integrate_density_log(betaMix): Gauss-Jacobi method for betaMix

  • integrate_density_log(gammaMix): Gauss-Laguerre method for gammaMix

  • integrate_density_log(default): Default method using adaptive logit-space integration