[R] Need help to understand integrate function

R_help Help
2010-08-12T01:43:02Z

Hi,

I'm running into a wall when trying to use the integrate function. I
have the following setting:

powerLaw2 <- function(x,l1,l2,c0,t0) {

   idx <- which(x <= 0);
   if (length(idx) > 0) {
      x[idx] <- 0;
   }

   xl <- (-l1+l2)*log(x/t0);
   L <- log(c0)-l1*log(x)-log(1+exp(xl));
   L <- exp(L);
   return(L);
}

plCDF2 <- function(x,l1,l2,c0,t0) {

   print(c(l1,l2,c0,t0));
   cdf <-
integrate(f=powerLaw2,lower=x,upper=Inf,l1=l1,l2=l2,c0=c0,t0=t0,stop.on.error=T);
   return(cdf$value);

}

I know that as long as my l1 > 1 and l2 < 1 the integration above
should converge. However, this doesn't seem to be the case when I call
integrate function with the following parameter:


Browse[1]>
integrate(f=powerLaw2,lower=1e-09,upper=Inf,l1=1.8980185,l2=-0.0804259,c0=1,t0=259.78,stop.on.error=T)
failed with message 'the integral is probably divergent'

Would you please shed some light? And how could I prevent this
situation? Thank you.

Rgds,

Rob