R help - Jul 2010 - function of an integral

Hi All,



I have a problem to create a variable that is a function of an integral of
another function.

The problem is the following:

I have a variable called cip. I have to create another variable called bip
that is a function of the former variable cip and also the cumulative
distribution function of the variable cip.

Consider the equation below:



b_{i}\left(c_{i},F,I,p_{0}\right)=c_{i}+\frac{1}{\left[1-F\left(c_{i}\right)\right]^{I-1}}\int_{\overline{c}}^{1}\left[1-F\left(u\right)\right]^{I-1}du



In my case, the equation will be:



bip=cip+\frac{1}{\left[1-F\left(cip\right)\right]^{4}}\int_{cip}^{2,967}\left[1-F\left(u\right)\right]^{4}du





I am facing problem to create this variable bip because of the integral. I
am sure I am doing something wrong.



I used:
> fcdfcip <- ecdf(cip)
> f <- function(cip) (1 - fcdfcip)^4
> bip <- function(cip) cip + (1/f)*integrate(f,cip,2.967)


But when I ask for the summary of the variable bip, I find:



summary(bip)

Error in object[[i]] : object of type 'closure' is not subsettable



Sorry if I am doing any stupid thing, but I am really a bit lost with the
program. Do you have any hint?



Thank you in advance!



NGS

	[[alternative HTML version deleted]]

Hi, 

I'm trying to replicate your program. It may be not the same as yours, hope
it helps.


## Create a vector of numbers
cip <- seq(1.0,2.5,by=0.1)

## Create ecdf function
Fn <- ecdf(cip)

## Create f function
f <- function(x){(1-Fn(x))^4}

## Create integrate function
## Because the integrate function is not vectorized
fi <- function(f,x) {
	res <- numeric(length(x))
	for(i in 1:length(x)){res[i] <- integrate(f,x[i],2.967)$value}
	res}

## The final results
bip <- cip + (1/f(cip))*fi(f,cip)



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