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# st: convolution-integral

 From "Andreas Aschbacher" To statalist@hsphsun2.harvard.edu Subject st: convolution-integral Date Tue, 23 Mar 2004 10:35:53 +0100 (MET)

```Dear fellows !
I want to bring forward

1) f1[x_]:= Exp[-(x-y)^2/(2*(s^2))];
2) f2[x_]:= .1/(x + .1);
3)ff[d_]:=NIntegrate[f1[d-x] f2[x],{x,0,d}];
4) Plot[{f1[x],f2[x],ff[x]},{x,0,10}]
1) bis 4) is mathematica language for convolution-integral
/let's say y= 0 and s = 1  /
in Stata-language.
I'd like to have
integral(f1(d-x)*f2(x))dx   from  0 to 0.1 /d = 0.1
integral(f1(d-x)*f2(x))dx   from  0 to 0.2 /d = 0.2
.
.
.......................................................... /d = 10
in order to plot my convolution-function - that means :all integral-values
as a function
of my steps;
->I will show you what I did:
~
drop _all
set obs 100
tempname tempd1 tempd2
scalar `tempd1'=0.1
gen double d=.
gen double conv=.
forvalue i=1/100 {
scalar `tempd2'=`i'*`tempd1'
range x 0 `tempd1' 100
gen double y=exp(-(`tempd2'-x)^2/2)*0.1/(x+0.1)
integ y x, gen(Sy)
replace d=`tempd2' in `i'
replace conv=Sy[100] in `i'
drop Sy x y if
}
gen x=d
gen f1=exp(-(`tempd2'-x)^2/2)
gen f2=0.1/(x+0.1)
line f1 x || line f2 x || line conv x
~

I don't know why it does not work !
any advice will be appreciated very much.

andreas aschbacher

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