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05 décembre 2019The SAS macro-program "%Gausshermite"
Description
%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. 12 quadrature nodes are used.
Syntax (version 1)
%Gausshermite(FUNCTION=function_to_integrate, MU=#, SIGMA=#, DISPLAY=yes/no);
Options:
- FUNCTION=function_to_integrate: defines f(x). For example, if f(x)=x^2, FUNCTION=x^2. It is necessary to use x for the variable of integration.
- MU=#: defines the mean of x (0 by default)
- SIGMA=#: Standard deviation of x (1 by default)
- DISPLAY=yes/no: displays (yes by default) or not (no) the approximation of the integral
Examples:
. %gausshermite(function=x**2);
. %gausshermite(function=x**4+exp(x)-2,sigma=1.5,mu=-.4,display=YES);