BookmarkSubscribeRSS Feed
Rick_SAS
SAS Super FREQ

I'm sorry for the delay, but I have a lot of travel in August.

I don't know whether it will work, but I hoped you might be able to scale the integral as follows.

Let h be the integrand. Then \integral h(x) dx = h(0) * \integral (h(x)/h(0)) dx.

Let g(x) = h(x) / h(0). My hope was that the integral of g is better behaved an remains bounded as your parameter varies.  The value of the integral should be small for all values of the parameter.  However, I haven't had time to think about this problem recently or to see whether my idea actually works.

A double integral of a convolution is just too hard for a casual observer to offer much specific help.  It would take me quite a bit of effort to understand the details of your problem.  I still think your best bet is still to simplify the problem and understand each component. The key is understanding why the integral isn't converging. For example, I notice that the documentation example for the QUAD function says that the inner integral should not range over an infinite domain. Have you tried integrating the inner intergral on a finiate domain such as [-10, 10]?

Emara
Calcite | Level 5

Sorry Rrick for troubling you, I really appreciate your continious efforts. I tried your first suggestion "scaling the integral". As I understood, I should substitute with ZED=0 and QQ=0 in the integrand. However, this substitution yields h(0)=0. Am I correct?

Aya










Emara
Calcite | Level 5

Hello Rick,I tried the following bounds for the inner integral [-10,10] . I got errors concerning matrix inverse and convergence. The log file is attached

sas-innovate-2024.png

Don't miss out on SAS Innovate - Register now for the FREE Livestream!

Can't make it to Vegas? No problem! Watch our general sessions LIVE or on-demand starting April 17th. Hear from SAS execs, best-selling author Adam Grant, Hot Ones host Sean Evans, top tech journalist Kara Swisher, AI expert Cassie Kozyrkov, and the mind-blowing dance crew iLuminate! Plus, get access to over 20 breakout sessions.

 

Register now!

Multiple Linear Regression in SAS

Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.

Find more tutorials on the SAS Users YouTube channel.

From The DO Loop
Want more? Visit our blog for more articles like these.
Discussion stats
  • 17 replies
  • 1943 views
  • 3 likes
  • 3 in conversation