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