R help - Dec 2010 - How to integrate a function with additional argument being a vector or matrix?

Dear expeRts,

I somehow don't see why the following does not work:

integrand <- function(x, vec, mat, val) 1 # dummy return value
A <- matrix(runif(16), ncol = 4)
u <- c(0.4, 0.1, 0.2, 0.3)
integrand(0.3, u, A, 4)
integrate(integrand, lower = 0, upper = 1, vec = u, mat = A, val = 4)

I would like to integrate a function ("integrand") which gets an
"x" value (the running variable), a vector ("vec"), a matrix
("mat"), and a value ("val"). This function returns a number
(set to 1 here). Of course, pointwise evaluation works without flaws. But why
does integration not work? I obtain:

Error in integrate(integrand, lower = 0, upper = 1, vec = u, mat = A,  : 
  evaluation of function gave a result of wrong length

Cheers,

Marius

On Wed, 22 Dec 2010, Marius Hofert wrote:
> Dear expeRts,
>
> I somehow don't see why the following does not work:
>
> integrand <- function(x, vec, mat, val) 1 # dummy return value
> A <- matrix(runif(16), ncol = 4)
> u <- c(0.4, 0.1, 0.2, 0.3)
> integrand(0.3, u, A, 4)
> integrate(integrand, lower = 0, upper = 1, vec = u, mat = A, val = 4)
>
> I would like to integrate a function ("integrand") which gets an
"x" value (the running variable), a vector ("vec"), a matrix
("mat"), and a value ("val"). This function returns a number
(set to 1 here). Of course, pointwise evaluation works without flaws. But why
does integration not work? I obtain:
>
> Error in integrate(integrand, lower = 0, upper = 1, vec = u, mat = A,  :
>  evaluation of function gave a result of wrong length
Because your function isn't vectorized, i.e., does not *return* a vector. 
Instead,


integrand <- function(x, vec, mat, val) rep( 1, length( x)) # dummy return
value


should work.

Hth  --  Gerrit
>
> Cheers,
>
> Marius
>
> ______________________________________________
> 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.

Change as follows:
> integrand <- function(x, vec, mat, val) rep(1, length(x)) # dummy return
value
> A <- matrix(runif(16), ncol = 4)
> u <- c(0.4, 0.1, 0.2, 0.3)
> integrand(0.3, u, A, 4)
[1] 1
> integrate(integrand, lower = 0, upper = 1, vec = u, mat = A, val = 4)
1 with absolute error < 0.000000000000011
>
Notice in the help page for integrate:

an R function taking a numeric first argument and returning a numeric
vector of the same length. Returning a non-finite element will
generate an error

Your function has to return a vector of the same length as 'x'

On Wed, Dec 22, 2010 at 7:43 AM, Marius Hofert <m_hofert at web.de>
wrote:
> Dear expeRts,
>
> I somehow don't see why the following does not work:
>
> integrand <- function(x, vec, mat, val) 1 # dummy return value
> A <- matrix(runif(16), ncol = 4)
> u <- c(0.4, 0.1, 0.2, 0.3)
> integrand(0.3, u, A, 4)
> integrate(integrand, lower = 0, upper = 1, vec = u, mat = A, val = 4)
>
> I would like to integrate a function ("integrand") which gets an
"x" value (the running variable), a vector ("vec"), a matrix
("mat"), and a value ("val"). This function returns a number
(set to 1 here). Of course, pointwise evaluation works without flaws. But why
does integration not work? I obtain:
>
> Error in integrate(integrand, lower = 0, upper = 1, vec = u, mat = A, ?:
> ?evaluation of function gave a result of wrong length
>
> Cheers,
>
> Marius
>
> ______________________________________________
> 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.
>


-- 
Jim Holtman
Data Munger Guru

What is the problem that you are trying to solve?

Ahh... thanks, I totally missed that.

Cheers,

Marius