Hello All, I have to create a variable that is a function of another one (already created), its cumulative distribution function and the integral of this cumulative distribution, with limits: 0 and the value of the variable. To be clear, I have the variable called “cip”. And its cdf called “cdfcip” I need to create the variable: bip = cip + ((1 – cdfcip)^4)*integral((1-cdf(u))^4*du, 0, value of the variable cip) The problem: I don’t know how to do this integral. It is like a integral of ((1 – F(u))^4*du with limits 0 and a value c of individual i in case p of the variable cip. Does anybody knows how to do it? Am I clear with the question? Thank you very much! Nathalie [[alternative HTML version deleted]]
help(integrate)
Nathalie Gimenes <ncgmsanches@gmail.com>
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07/19/2010 04:59 PM
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[R] integral in R
Hello All,
I have to create a variable that is a function of another one (already
created), its cumulative distribution function and the integral of this
cumulative distribution, with limits: 0 and the value of the variable.
To be clear, I have the variable called “cip”. And its cdf called “cdfcip”
I need to create the variable:
bip = cip + ((1 – cdfcip)^4)*integral((1-cdf(u))^4*du, 0, value of the
variable cip)
The problem: I don’t know how to do this integral. It is like a integral
of
((1 – F(u))^4*du with limits 0 and a value c of individual i in case p of
the variable cip.
Does anybody knows how to do it? Am I clear with the question?
Thank you very much!
Nathalie
[[alternative HTML version deleted]]
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[[alternative HTML version deleted]]
I'm not really sure I understand the question. Do you want to create a function, which is defined as the integral of another function? Something like:> f1<-function(x) sin(x) > f2<-function(x) cos(x) > > integral<-function(u,integrand) integrate(integrand,0,u) > > integral(pi,f1)2 with absolute error < 2.2e-14> integral(pi,f2)1.363722e-16 with absolute error < 2.2e-14>should do the trick if this is what you want. If you are going to use your own "integrand" function make sure it is vectorized. Christos ----------------------------------------> Date: Mon, 19 Jul 2010 17:59:36 -0300 > From: ncgmsanches at gmail.com > To: r-help at r-project.org > Subject: [R] integral in R > > Hello All, > > I have to create a variable that is a function of another one (already > created), its cumulative distribution function and the integral of this > cumulative distribution, with limits: 0 and the value of the variable. > > To be clear, I have the variable called ?cip?. And its cdf called ?cdfcip? > > I need to create the variable: > > bip = cip + ((1 ? cdfcip)^4)*integral((1-cdf(u))^4*du, 0, value of the > variable cip) > > The problem: I don?t know how to do this integral. It is like a integral of > ((1 ? F(u))^4*du with limits 0 and a value c of individual i in case p of > the variable cip. > > Does anybody knows how to do it? Am I clear with the question? >[[elided Hotmail spam]]> > Nathalie > > [[alternative HTML version deleted]] >_________________________________________________________________ Hotmail: Powerful Free email with security by Microsoft.