is1: Compute IS1 formula from Nason (2005)

In NORMT3: Evaluates Complex Erf, Erfc, Faddeeva, and Density of Sum of Gaussian and Student's t

Compute IS1 formula from Nason (2005)

Description

Computes

I_{S1}(p,d) = \int_{d}^{∞} \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.
#

NORMT3 documentation built on April 25, 2022, 5:06 p.m.