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

In RBesT: R Bayesian Evidence Synthesis Tools

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 class 'normMix'
integrate_density_log(mix, log_integrand, ...)

## S3 method for class 'betaMix'
integrate_density_log(mix, log_integrand, ...)

## S3 method for class 'gammaMix'
integrate_density_log(mix, log_integrand, ...)

integrate_density_log(mix, log_integrand, ...)

## Default S3 method:
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

RBesT documentation built on Sept. 18, 2026, 5:06 p.m.