Last updated: 2018-05-15
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File | Version | Author | Date | Message |
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html | e05bc83 | LSun | 2018-05-12 | Update to 1.0 |
rmd | cc0ab83 | Lei Sun | 2018-05-11 | update |
html | 0f36d99 | LSun | 2017-12-21 | Build site. |
html | 853a484 | LSun | 2017-11-07 | Build site. |
html | 6639968 | LSun | 2017-11-05 | transfer |
html | 603b826 | LSun | 2017-05-11 | writeups |
rmd | 29422be | LSun | 2017-05-11 | fitting delta |
Theoretically, the Dirac delta function \(\delta_z\) can be approximated by infinite orders of Gaussian derivatives as follows,
\[
\delta_z = \sum\limits_{l = 0}^\infty \frac{1}{\sqrt{l!}}h_l\left(z\right)
\left(\frac{1}{\sqrt{l!}}h_l\left(x\right)\varphi(x)\right) \ .
\] Previously with the EQL::hermite
function, it takes a very long time to evaluate an Hermite polynomial of a high degree, yet the PolynomF
package provides a computationally efficient way to check if higher order Gaussian derivatives indeed approximate \(\delta_z\) at any \(z\).
With finite \(L\), we are looking at
\[ f_L\left(x\right) := \sum\limits_{l = 0}^L \frac{1}{\sqrt{l!}}h_l\left(z\right) \left( \frac{1}{\sqrt{l!}}h_l\left(x\right) \varphi\left(x\right) \right) \] and
\[ F_L\left(x\right) := \Phi\left(x\right) - \sum\limits_{l = 1}^L \frac{1}{\sqrt{l}} \frac{1}{\sqrt{l!}}h_l\left(z\right) \left( \frac{1}{\sqrt{\left(l - 1\right)!}}h_{l - 1}\left(x\right)\varphi\left(x\right)\right) \ . \] Given any \(z\), \(f_L\) should get closer to \(\delta_z\) and \(F_L\) to the \(0\)-\(1\) step function, as \(L\to\infty\).
Numerical instability.
sessionInfo()
R version 3.4.3 (2017-11-30)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS High Sierra 10.13.4
Matrix products: default
BLAS: /Library/Frameworks/R.framework/Versions/3.4/Resources/lib/libRblas.0.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.4/Resources/lib/libRlapack.dylib
locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
attached base packages:
[1] stats graphics grDevices utils datasets methods base
loaded via a namespace (and not attached):
[1] workflowr_1.0.1 Rcpp_0.12.16 digest_0.6.15
[4] rprojroot_1.3-2 R.methodsS3_1.7.1 backports_1.1.2
[7] git2r_0.21.0 magrittr_1.5 evaluate_0.10.1
[10] stringi_1.1.6 whisker_0.3-2 R.oo_1.21.0
[13] R.utils_2.6.0 rmarkdown_1.9 tools_3.4.3
[16] stringr_1.3.0 yaml_2.1.18 compiler_3.4.3
[19] htmltools_0.3.6 knitr_1.20
This reproducible R Markdown analysis was created with workflowr 1.0.1