Compile Function

• To: mathgroup at smc.vnet.net
• Subject: [mg101305] Compile Function
• From: "Christian Winzer" <christian.winzer at gmx.de>
• Date: Wed, 1 Jul 2009 06:31:41 -0400 (EDT)

```Hello,

I am trying to compile a function to speed up execution times.
>From what I have read in the previous posts, the function should return a
numerical value in order to be compileable. I think this condition is met.
Still the compile function does not seem to work:

(*This example calculates the distribution of X = w * M + Z *)

(* Distribution of the stochastic variable M*)

g = PDF[NormalDistribution[0, 1]];

G = CDF[NormalDistribution[0, 1]];

(* Distribution of the stochastic variable Z*)

h = PDF[NormalDistribution[0, 1]];

H = CDF[NormalDistribution[0, 1]];

(* Weight of M in X*)
w = 0.5;

(*Conditional distribution of the stochastic variable X at point x=#1
conditional on M=#2 *)

Qm = Evaluate[H[(#1 - w * #2)/(Sqrt[1 - w^2])]] &

(*Unconditional distribution of the stochastic variable X at point x*)

Q = Integrate[Qm[#1, m]* g[m], {m, -\[Infinity], \[Infinity]}]&

compiledQ = Compile[{x}, Integrate[Qm[x, m]* g[m], {m, -\[Infinity],
\[Infinity]}]]

compiledQ[1]
CompiledFunction::cfse: Compiled expression 1/2 (1+Erf[0.816497 (1.-0.5 m)])
should be a machine-size real number. >>
CompiledFunction::cfex: Could not complete external evaluation at
instruction 2; proceeding with uncompiled evaluation. >>

Comments and tipps are highly welcome :)!

Thank you very much for the advice and best wishes,

Christian

```

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