Hi,
I need some help on integrating a function that is a vector.
I have a function - vector which each element is different. And,
naturally, function integrate() does not work
I checked the article of U. Ligges and J. Fox (2008) about code
optimization "How Can I Avoid This Loop or Make It Faster?" on
http://promberger.info/files/rnews-vectorvsloops2008.pdf.
Their advice did not help me, because they advised a solution, when
function was the same, but limits of the integral were vectors. I
have got everything other way around. I could not get any result.
I would be very grateful for an advice on this matter.
The code is below. The function needed to be integrated (undint with
respect to u from 0 to Inf).
Sincerely,
V.
Code
rm=list(ls())
#index matrix
t1<-c(1:15)
t2<-c(1:5)%x%matrix(1,3,1)
t3<-matrix(1,3,1)%x%c(1:5)
t4<-c(1:3)%x%matrix(1,5,1)
comb<-cbind(t1,t2,t3,t4)
nu<-rchisq(15,4)
gam<-matrix(rchisq(75,df=5),15,5)
undint<-function(u){
prob<-function(i) {
i1<-comb[i,1]
i2<-comb[i,2]
i3<-comb[i,3]
i4<-comb[i,4]
val1<-gam[((i3-1)*2+1):(i3*2),i4]
vc1<-matrix(12,length(val1),1)-matrix(u,length(val1),1)-val1
distr1<-prod(pchisq(vc1,df=2))
p10<-distr1*1/(exp(-nu[i1])*(1+gam[i2,i4]))*(1-plogis((u+log(gam[i3,i4])-log(1+gam[i2,i4])),0,1))
p10
}
val<-c(1:15)
q<-sapply(val,prob)
}
So undint(u) is a 15 dimensional vector. What do the different dimensions mean? How would you define the integral of a 15 dimensional vector? It would help if you could provide some background on what your code is supposed to do. Uwe Ligges On 07.11.2010 17:01, Vaiva P wrote:> Hi, > > I need some help on integrating a function that is a vector. > I have a function - vector which each element is different. And, > naturally, function integrate() does not work > I checked the article of U. Ligges and J. Fox (2008) about code > optimization "How Can I Avoid This Loop or Make It Faster?" on > http://promberger.info/files/rnews-vectorvsloops2008.pdf. > Their advice did not help me, because they advised a solution, when > function was the same, but limits of the integral were vectors. I > have got everything other way around. I could not get any result. > I would be very grateful for an advice on this matter. > The code is below. The function needed to be integrated (undint with > respect to u from 0 to Inf). > > Sincerely, > V. > > Code > > rm=list(ls()) > > #index matrix > t1<-c(1:15) > t2<-c(1:5)%x%matrix(1,3,1) > t3<-matrix(1,3,1)%x%c(1:5) > t4<-c(1:3)%x%matrix(1,5,1) > comb<-cbind(t1,t2,t3,t4) > > nu<-rchisq(15,4) > > gam<-matrix(rchisq(75,df=5),15,5) > > undint<-function(u){ > prob<-function(i) { > i1<-comb[i,1] > i2<-comb[i,2] > i3<-comb[i,3] > i4<-comb[i,4] > > val1<-gam[((i3-1)*2+1):(i3*2),i4] > vc1<-matrix(12,length(val1),1)-matrix(u,length(val1),1)-val1 > distr1<-prod(pchisq(vc1,df=2)) > > p10<-distr1*1/(exp(-nu[i1])*(1+gam[i2,i4]))*(1-plogis((u+log(gam[i3,i4])-log(1+gam[i2,i4])),0,1)) > p10 > } > val<-c(1:15) > q<-sapply(val,prob) > } > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
Hi, Have you tried just your function (undint) on its own (i.e., without trying to feed it to integrate)? If you did, you would notice that it does not return anything (hence, "I could not get any result"). See inline comments for some additional thoughts. On Sun, Nov 7, 2010 at 8:01 AM, Vaiva P <asvaiva at gmail.com> wrote:> Hi, > > I need some help on integrating a function that is a vector. > I have a function - vector which each element is different. And, > naturally, function integrate() does not work > I checked the article of U. Ligges and J. Fox (2008) about code > optimization "How Can I Avoid This Loop or Make It Faster?" on > http://promberger.info/files/rnews-vectorvsloops2008.pdf. > Their advice did not help me, because they advised a solution, when > function was the same, but limits of the integral were ?vectors. I > have got everything other way around. I could not get any result. > I would be very grateful for an advice on this matter. > The code is below. The function needed to be integrated (undint with > respect to u from 0 to Inf). > > Sincerely, > V. > > Code > > rm=list(ls())?> > #index matrix > t1<-c(1:15) > t2<-c(1:5)%x%matrix(1,3,1) > t3<-matrix(1,3,1)%x%c(1:5) > t4<-c(1:3)%x%matrix(1,5,1) > comb<-cbind(t1,t2,t3,t4) > > nu<-rchisq(15,4) > > gam<-matrix(rchisq(75,df=5),15,5) > > undint<-function(u){ > prob<-function(i) { > i1<-comb[i,1] > i2<-comb[i,2] > i3<-comb[i,3] > i4<-comb[i,4] > > val1<-gam[((i3-1)*2+1):(i3*2),i4] > vc1<-matrix(12,length(val1),1)-matrix(u,length(val1),1)-val1this can be simplified to: vc1 <- (12 - u) - val1> distr1<-prod(pchisq(vc1,df=2)) > > p10<-distr1*1/(exp(-nu[i1])*(1+gam[i2,i4]))*(1-plogis((u+log(gam[i3,i4])-log(1+gam[i2,i4])),0,1)) > p10 > } > val<-c(1:15)rather than assigning 1:15, just do (also consider a different name than q because it is also the function to quit R): q <- sapply(1:15, prob)> q<-sapply(val,prob)adding: return(q) will at least let your function give you some output, but how do you integrate from 0 to Inf when your function returns 15 numbers for every 1 that goes in? sum(q)? Best regards, Josh> } > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >-- Joshua Wiley Ph.D. Student, Health Psychology University of California, Los Angeles http://www.joshuawiley.com/
Hi, I still do not really understand, but I have a couple ideas: On Sun, Nov 7, 2010 at 11:09 AM, Vaiva P <asvaiva at gmail.com> wrote:> Thank you guys for ?a quick reaction. I decided it to write a common > letter to you both at once. > I tried to calculate the value of a a function without integration. I > gave the value for u and I got nice 15 dimensions vector. That is the > thing, I need to get with an integral. However, as soon as put > integral in, I get various error messages. > One thing that I tried, I tried to put function undint<-function(u) > inside function prob<-function(i), i.e. > > prob<-function(i) { > i1<-comb[i,1] > ------------ > ?undint<-function(u) > > Then the last line of function prob(i) would be > integrate(unind, 0, Inf)$value } > > Afterwards I tried to apply sapply() ?function just with the vector of > i values for function prob(i), but it did not work. > Error message: > There were 15 warnings (use warnings() to see them) > Warning messages: > 1: In matrix(u, length(val1), 1) : > ?data length [15] is not a sub-multiple or multiple of the number of rows [2]This sounds like you tried to integrate using prob(), but that is not a vectorized function. Consider: myfun <- function(x) {print(x); return(x+2)} integrate(f = myfun, lower = 0, upper = 4) integrate() passes a vector of values at once to myfun() (which you can see because myfun prints them to the screen). In your case, it looks like 15 values were passed to the "u" argument of your function. So, if you want to get your prob() function working with integrate, you first need to be able to have it work when u is a vector. For example: u <- 1 prob(i = 1) # works u <- seq(0, 4, .4) prob(i = 1) # fails right now It should not be terribly difficult to do. A couple notes that might help get you started: Vectorize() will not help, because you need prob() to be able to handle a vector "u", not "i" (its only argument). Making "i" a vector will not solve your problem for the same reason. HTH, Josh> > > As soon as I delete integrate() and give a numerical value for u, I > get ?nice numerical vector, but I cannot get it if there is an > integral. > This integral is ?the part of Discrete choice model estimation code. > In fact I need to define my system of equations that I use with > nlseqslv() later. I defined 'nu' as some number in the example, not to > put all clumsy code. In fact it is the unknown that needs to be solved > for (conceptually similar to 'delta' in BLP model) > ?I tried to make the problem description as simple as possible in my > letter, because it shows the problem, that I detected after trying all > parts of the code. > If some more details are needed I am ready to give them. > > Thanks, > Vaiva > > 2010/11/7 Uwe Ligges <ligges at statistik.tu-dortmund.de>: >> So undint(u) is a 15 dimensional vector. What do the different dimensions >> mean? How would you define the integral of a 15 dimensional vector? It would >> help if you could provide some background on what your code is supposed to >> do. >> >> Uwe Ligges >> >> >> >> >> >> On 07.11.2010 17:01, Vaiva P wrote: >>> >>> Hi, >>> >>> I need some help on integrating a function that is a vector. >>> I have a function - vector which each element is different. And, >>> naturally, function integrate() does not work >>> I checked the article of U. Ligges and J. Fox (2008) about code >>> optimization "How Can I Avoid This Loop or Make It Faster?" on >>> http://promberger.info/files/rnews-vectorvsloops2008.pdf. >>> Their advice did not help me, because they advised a solution, when >>> function was the same, but limits of the integral were ?vectors. I >>> have got everything other way around. I could not get any result. >>> I would be very grateful for an advice on this matter. >>> The code is below. The function needed to be integrated (undint with >>> respect to u from 0 to Inf). >>> >>> Sincerely, >>> V. >>> >>> Code >>> >>> rm=list(ls()) >>> >>> #index matrix >>> t1<-c(1:15) >>> t2<-c(1:5)%x%matrix(1,3,1) >>> t3<-matrix(1,3,1)%x%c(1:5) >>> t4<-c(1:3)%x%matrix(1,5,1) >>> comb<-cbind(t1,t2,t3,t4) >>> >>> nu<-rchisq(15,4) >>> >>> gam<-matrix(rchisq(75,df=5),15,5) >>> >>> undint<-function(u){ >>> prob<-function(i) { >>> i1<-comb[i,1] >>> i2<-comb[i,2] >>> i3<-comb[i,3] >>> i4<-comb[i,4] >>> >>> val1<-gam[((i3-1)*2+1):(i3*2),i4] >>> vc1<-matrix(12,length(val1),1)-matrix(u,length(val1),1)-val1 >>> distr1<-prod(pchisq(vc1,df=2)) >>> >>> >>> p10<-distr1*1/(exp(-nu[i1])*(1+gam[i2,i4]))*(1-plogis((u+log(gam[i3,i4])-log(1+gam[i2,i4])),0,1)) >>> p10 >>> } >>> val<-c(1:15) >>> q<-sapply(val,prob) >>> } >>> >>> ______________________________________________ >>> R-help at r-project.org mailing list >>> https://stat.ethz.ch/mailman/listinfo/r-help >>> PLEASE do read the posting guide >>> http://www.R-project.org/posting-guide.html >>> and provide commented, minimal, self-contained, reproducible code. >> >-- Joshua Wiley Ph.D. Student, Health Psychology University of California, Los Angeles http://www.joshuawiley.com/