R help - Feb 2012 - integrate (error: evaluation of function gave a result of wrong length)

Dear all,

I am trying to use the integrate function in R but it seems that it does not
work in my example and I cannot figure out why. I create a function Mu1
(which works fine) and try to integrate by the code:

n		<- 100
Ctrl	<- as.matrix(cbind(runif(n, -30, 30)))
W		<- Ctrl + as.matrix(rnorm(n))
Rsp		<- (W>as.matrix(sample(10, n, T)))*1

Mu1	<- function(x, Y=Rsp, Xc=Ctrl){
	x <- as.matrix(x)
	k <- dnorm((Xc-matrix(x, n, ncol(Xc), T)))
	K <- diag(apply(k, 1, function(c) prod(c)))
	delta <- solve(t(Xc)%*%K%*%Xc)%*%t(Xc)%*%K%*%Y
	delta[1]
}
Mu1(10)
integrate(Mu1, -30, 30)

then it posts me an error:

Error in integrate(Mu1, -30, 30) : 
  evaluation of function gave a result of wrong length
In addition: Warning message:
In matrix(x, n, ncol(Xc), T) :
  data length [21] is not a sub-multiple or multiple of the number of rows
[100]

Could you please tell me where is the error and how I could correct it?

Thanks a lot

Dimitris


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Integrate works on functions that are vectorized (i.e., the algorithm
puts in N inputs and expects N outputs) -- your function is not
vectorized (and I'm not sure what integrating it means, but I'm not
looking too closely) but you can make it "look vectorized" with the
Vectorize() HOF. Note that this isn't magic (it's still actually a
loop) but it will help here.

Michael

On Wed, Feb 15, 2012 at 11:33 AM, Dimitris.Kapetanakis
<dimitrios.kapetanakis at gmail.com> wrote:
> Dear all,
>
> I am trying to use the integrate function in R but it seems that it does
not
> work in my example and I cannot figure out why. I create a function Mu1
> (which works fine) and try to integrate by the code:
>
> n ? ? ? ? ? ? ? <- 100
> Ctrl ? ?<- as.matrix(cbind(runif(n, -30, 30)))
> W ? ? ? ? ? ? ? <- Ctrl + as.matrix(rnorm(n))
> Rsp ? ? ? ? ? ? <- (W>as.matrix(sample(10, n, T)))*1
>
> Mu1 ? ? <- function(x, Y=Rsp, Xc=Ctrl){
> ? ? ? ?x <- as.matrix(x)
> ? ? ? ?k <- dnorm((Xc-matrix(x, n, ncol(Xc), T)))
> ? ? ? ?K <- diag(apply(k, 1, function(c) prod(c)))
> ? ? ? ?delta <- solve(t(Xc)%*%K%*%Xc)%*%t(Xc)%*%K%*%Y
> ? ? ? ?delta[1]
> }
> Mu1(10)
> integrate(Mu1, -30, 30)
>
> then it posts me an error:
>
> Error in integrate(Mu1, -30, 30) :
> ?evaluation of function gave a result of wrong length
> In addition: Warning message:
> In matrix(x, n, ncol(Xc), T) :
> ?data length [21] is not a sub-multiple or multiple of the number of rows
> [100]
>
> Could you please tell me where is the error and how I could correct it?
>
> Thanks a lot
>
> Dimitris
>
>
> --
> View this message in context:
http://r.789695.n4.nabble.com/integrate-error-evaluation-of-function-gave-a-result-of-wrong-length-tp4391036p4391036.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> 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.

On 15.02.2012 17:33, Dimitris.Kapetanakis wrote:
> Dear all,
>
> I am trying to use the integrate function in R but it seems that it does
not
> work in my example and I cannot figure out why. I create a function Mu1
> (which works fine) and try to integrate by the code:
>
> n		<- 100
> Ctrl	<- as.matrix(cbind(runif(n, -30, 30)))
> W		<- Ctrl + as.matrix(rnorm(n))
> Rsp		<- (W>as.matrix(sample(10, n, T)))*1
>
> Mu1	<- function(x, Y=Rsp, Xc=Ctrl){
> 	x<- as.matrix(x)
> 	k<- dnorm((Xc-matrix(x, n, ncol(Xc), T)))
> 	K<- diag(apply(k, 1, function(c) prod(c)))
> 	delta<- solve(t(Xc)%*%K%*%Xc)%*%t(Xc)%*%K%*%Y
> 	delta[1]
> }
> Mu1(10)
> integrate(Mu1, -30, 30)
>
> then it posts me an error:
>
> Error in integrate(Mu1, -30, 30) :
>    evaluation of function gave a result of wrong length
> In addition: Warning message:
> In matrix(x, n, ncol(Xc), T) :
>    data length [21] is not a sub-multiple or multiple of the number of rows
> [100]
>
> Could you please tell me where is the error and how I could correct it?

  Mu1b <- Vectorize(Mu1, "x")
  integrate(Mu1b, -30, 30)

Reason is that integrate passes multiple "x" into Mu1 at the same
time,
hence that function has to be vectorized in x.

Uwe Ligges



> Thanks a lot
>
> Dimitris
>
>
> --
> View this message in context:
http://r.789695.n4.nabble.com/integrate-error-evaluation-of-function-gave-a-result-of-wrong-length-tp4391036p4391036.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> 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.