is1 {NORMT3}R Documentation

Compute IS1 formula from Nason (2005)

Description

Computes

I_{S1}(p,d) = int_{d}^{infty} cos (px) exp (-x^2) dx

Usage

is1(p, d)

Arguments

p Argument for IS1 function
d Argument for IS1 function

Details

An intermediate function for the computation of the inner product between Gaussian and Student's t distribution.

Value

Value of the function IS1

Author(s)

Guy Nason

References

Nason, G.P. (2005) On the sum of the Gaussian and Student's t random variables. Technical Report, 05:01, Statistics Group, Department of Mathematics, University of Bristol.

See Also

normt3ip

Examples

is1(1,1)
#
# Should give 0.1297382.
#

[Package NORMT3 version 1.0-1 Index]