Sergey Goriatchev
2007-Feb-27 09:49 UTC
[R] Additional args to fun in integrate() not found?
Hello, fellow Rdicts,
I have the code for the program below. I need to integrate a function
of "x" and "p". I use integrate to integrate over
"x" and pass "p" as
an additional argument. "p" is specified and given default value in
the argument list. Still, integrate() cannot read "p", unless I
explicitly insert a numeric value in the integrate() argument list.
And when I do that, I get the right result, but still some warnings.
Please, help me with these problems:
1) why is "p" not recognized?
2) what are these warning messages?
PROGRAM CODE:
---------------------------
#THIS LIBRARY IS NEEDED FOR THE INCOMPLETE GAMMA FUNCTION
library(zipfR)
#------------------------------------------------------------------------
gedCDF = function(yvec, p=2, mu=0, scale=1, numint=0)
{
#-------------------------------------------------------------------------
#Setting k to sqrt(2) and the GED with p=2 coincides with standard normal.
#Set k=1 and GED with p=1 coincides with Laplace.
k<-sqrt(2)
#k<-1
scale<-scale*k
zvec<-(yvec-mu)/scale
cdf<-matrix(0, length(zvec),1)
for(i in 1:length(zvec))
{
z<-zvec[i]
if(numint==0)
{
if(z<=0)
{
t<-0.5*(1-1/gamma(1/p)*Igamma((1/p),(-z)^p,lower=TRUE))
}
else
{
t<-1-(0.5*(1-1/gamma(1/p)*Igamma((1/p),(z)^p,lower=TRUE )))
}
}
else
{
t<-integrate(geddenstandard, -35, z, subdivisions=1000,
rel.tol=100*.Machine$double.eps, abs.tol=rel.tol,
stop.on.error=TRUE, keep.xy=FALSE, aux=NULL,p)
}
cdf[i]<-t
}
cdf
}
#-------------------------------------------------------------------------
geddenstandard = function(z,p)
{
f<-p/(2*gamma(1/p))*exp(-abs(z)^p)
}
-----------------------------------------------------------------------------------------------------------------------
If I run with this definition I get the following error message and
abort:> gedCDF(c(1,2,3,4,5), numint=1)
Error in eval(expr, envir, enclos) : ..1 used in an incorrect context,
no ... to look in
If I replace "p" in integrate() with 2, I get correct answers, but
still some warning messages:
> gedCDF(c(1,2,3,4,5), numint=1)
[[1]]
[1] 0.8413447
[[2]]
[1] 0.9772499
[[3]]
[1] 0.9986501
[[4]]
[1] 0.9999683
[[5]]
[1] 0.9999997
Warning messages:
1: number of items to replace is not a multiple of replacement length
2: number of items to replace is not a multiple of replacement length
3: number of items to replace is not a multiple of replacement length
4: number of items to replace is not a multiple of replacement length
5: number of items to replace is not a multiple of replacement length
-------------------------------
Do I get these warnings because I define cdf as a matrix and the
output-cdf is a list?
Please, help me with these!
Email to my gmail account, please: sergeyg at gmail.com
THanks in advance
Sergey
Dimitris Rizopoulos
2007-Feb-27 10:10 UTC
[R] Additional args to fun in integrate() not found?
you need 'p = p' in the integrate() call; try this version:
gedCDF <- function (yvec, p = 2, mu = 0, scale = 1, numint = 0) {
k <- sqrt(2)
# k <- 1
scale <- scale*k
zvec <- (yvec - mu) / scale
cdf <- numeric(length(zvec))
for (i in seq(zvec)) {
z <- zvec[i]
cdf[i] <- if (numint == 0) {
if (z <= 0) {
0.5 * (1 - 1/gamma(1/p) * Igamma((1/p), (-z)^p,
lower = TRUE))
} else {
1 - (0.5 * (1 - 1/gamma(1/p) * Igamma((1/p), (z)^p,
lower = TRUE)))
}
} else {
integrate(geddenstandard, lower = -35, upper = z,
rel.tol = 100*.Machine$double.eps, p = p)$value
}
}
cdf
}
geddenstandard <- function (z, p) {
p / (2 * gamma(1/p)) * exp(-abs(z)^p)
}
###########
gedCDF(c(1,2,3,4,5), numint=1)
I hope it helps.
Best,
Dimitris
----
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/(0)16/336899
Fax: +32/(0)16/337015
Web: http://med.kuleuven.be/biostat/
http://www.student.kuleuven.be/~m0390867/dimitris.htm
----- Original Message -----
From: "Sergey Goriatchev" <sergeyg at gmail.com>
To: <r-help at stat.math.ethz.ch>
Sent: Tuesday, February 27, 2007 10:49 AM
Subject: [R] Additional args to fun in integrate() not found?
> Hello, fellow Rdicts,
>
> I have the code for the program below. I need to integrate a
> function
> of "x" and "p". I use integrate to integrate over
"x" and pass "p"
> as
> an additional argument. "p" is specified and given default value
in
> the argument list. Still, integrate() cannot read "p", unless I
> explicitly insert a numeric value in the integrate() argument list.
> And when I do that, I get the right result, but still some warnings.
>
> Please, help me with these problems:
> 1) why is "p" not recognized?
> 2) what are these warning messages?
>
> PROGRAM CODE:
> ---------------------------
>
> #THIS LIBRARY IS NEEDED FOR THE INCOMPLETE GAMMA FUNCTION
>
> library(zipfR)
>
> #------------------------------------------------------------------------
>
> gedCDF = function(yvec, p=2, mu=0, scale=1, numint=0)
> {
>
> #-------------------------------------------------------------------------
> #Setting k to sqrt(2) and the GED with p=2 coincides with standard
> normal.
> #Set k=1 and GED with p=1 coincides with Laplace.
>
> k<-sqrt(2)
> #k<-1
> scale<-scale*k
>
> zvec<-(yvec-mu)/scale
> cdf<-matrix(0, length(zvec),1)
>
> for(i in 1:length(zvec))
> {
> z<-zvec[i]
>
> if(numint==0)
> {
> if(z<=0)
> {
> t<-0.5*(1-1/gamma(1/p)*Igamma((1/p),(-z)^p,lower=TRUE))
> }
> else
> {
> t<-1-(0.5*(1-1/gamma(1/p)*Igamma((1/p),(z)^p,lower=TRUE )))
> }
> }
> else
> {
> t<-integrate(geddenstandard, -35, z, subdivisions=1000,
> rel.tol=100*.Machine$double.eps, abs.tol=rel.tol,
> stop.on.error=TRUE, keep.xy=FALSE, aux=NULL,p)
> }
> cdf[i]<-t
> }
> cdf
> }
>
> #-------------------------------------------------------------------------
> geddenstandard = function(z,p)
> {
> f<-p/(2*gamma(1/p))*exp(-abs(z)^p)
> }
>
-----------------------------------------------------------------------------------------------------------------------
>
> If I run with this definition I get the following error message and
> abort:
>> gedCDF(c(1,2,3,4,5), numint=1)
> Error in eval(expr, envir, enclos) : ..1 used in an incorrect
> context,
> no ... to look in
>
> If I replace "p" in integrate() with 2, I get correct answers,
but
> still some warning messages:
>
>> gedCDF(c(1,2,3,4,5), numint=1)
> [[1]]
> [1] 0.8413447
>
> [[2]]
> [1] 0.9772499
>
> [[3]]
> [1] 0.9986501
>
> [[4]]
> [1] 0.9999683
>
> [[5]]
> [1] 0.9999997
>
> Warning messages:
> 1: number of items to replace is not a multiple of replacement
> length
> 2: number of items to replace is not a multiple of replacement
> length
> 3: number of items to replace is not a multiple of replacement
> length
> 4: number of items to replace is not a multiple of replacement
> length
> 5: number of items to replace is not a multiple of replacement
> length
>
> -------------------------------
> Do I get these warnings because I define cdf as a matrix and the
> output-cdf is a list?
>
> Please, help me with these!
> Email to my gmail account, please: sergeyg at gmail.com
>
> THanks in advance
> Sergey
>
> ______________________________________________
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> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
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