Dear all,
I have the following problem with the uniroot function. I want to find
roots for the fucntion "Fp2" which is defined as below.
Fz <- function(z){0.8*pnorm(z)+p1*pnorm(z-u1)+(0.2-p1)*pnorm(z-u2)}
Fp <- function(t){(1-Fz(abs(qnorm(1-(t/2)))))+(Fz(-abs(qnorm(1-(t/2)))))}
Fp2 <- function(t) {Fp(t)-0.8*t/alpha}
th <- uniroot(Fp2, lower =0, upper =1,
tol = 0.0001)$root
The result is 0 as shown below.
> th
[1] 0
However, there should be a root between 0.00952 and 0.00955, since the
function values are of opposite signs as below.
> Fp2(0.00952)
[1] 2.264272e-05> Fp2(0.00955)
[1] -0.0003657404
Can any one give me a hand here? Thanks a lot.
Hannah
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Dear all, I forgot to mention the values for the parameters in the first email. u1 <- -3 u2 <- 4 alpha <- 0.05 p1 <- 0.15 Thank you very much. 2011/9/3 li li <hannah.hlx@gmail.com>> Dear all, > I have the following problem with the uniroot function. I want to find > roots for the fucntion "Fp2" which is defined as below. > > > Fz <- function(z){0.8*pnorm(z)+p1*pnorm(z-u1)+(0.2-p1)*pnorm(z-u2)} > > > Fp <- function(t){(1-Fz(abs(qnorm(1-(t/2)))))+(Fz(-abs(qnorm(1-(t/2)))))} > > > Fp2 <- function(t) {Fp(t)-0.8*t/alpha} > > > > th <- uniroot(Fp2, lower =0, upper =1, > > tol = 0.0001)$root > > > The result is 0 as shown below. > > > > th > [1] 0 > > > However, there should be a root between 0.00952 and 0.00955, since the > function values are of opposite signs as below. > > > > Fp2(0.00952) > [1] 2.264272e-05 > > Fp2(0.00955) > [1] -0.0003657404 > > Can any one give me a hand here? Thanks a lot. > Hannah >[[alternative HTML version deleted]]
On 03.09.2011 18:31, li li wrote:> Dear all, > I forgot to mention the values for the parameters in the first email. > > u1<- -3 > > u2<- 4 > > alpha<- 0.05 > > p1<- 0.15 > > > > Thank you very much. > > 2011/9/3 li li<hannah.hlx at gmail.com> > >> Dear all, >> I have the following problem with the uniroot function. I want to find >> roots for the fucntion "Fp2" which is defined as below. >> >> >> Fz<- function(z){0.8*pnorm(z)+p1*pnorm(z-u1)+(0.2-p1)*pnorm(z-u2)} >> >> >> Fp<- function(t){(1-Fz(abs(qnorm(1-(t/2)))))+(Fz(-abs(qnorm(1-(t/2)))))} >> >> >> Fp2<- function(t) {Fp(t)-0.8*t/alpha} >> >> >> >> th<- uniroot(Fp2, lower =0, upper =1, >> >> tol = 0.0001)$root >> >> >> The result is 0 as shown below. >> >> >>> th >> [1] 0No surprise, since Fp2(0) is 0. And uniroot is finished then and does not need to evaluate at a lower starting at some positive value such as: uniroot(Fp2, lower=1e-7, upper=1, tol=1e-7) # 0.009521749 Uwe Ligges>> >> However, there should be a root between 0.00952 and 0.00955, since the >> function values are of opposite signs as below. >> >> >>> Fp2(0.00952) >> [1] 2.264272e-05 >>> Fp2(0.00955) >> [1] -0.0003657404 >> >> Can any one give me a hand here? Thanks a lot. >> Hannah >> > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
As others will tell you: you need to provide a reproducible example.
What are p1, u1, u2 ?
<quote>
Dear all,
I have the following problem with the uniroot function. I want to
find roots for the fucntion "Fp2" which is defined as below.
Fz <- function(z){0.8*pnorm(z)+p1*pnorm(z-u1)+(0.2-p1)*pnorm(z-u2)}
Fp <- function(t){(1-Fz(abs(qnorm(1-(t/2)))))+(Fz(-abs(qnorm(1-(t/2)))))}
Fp2 <- function(t) {Fp(t)-0.8*t/alpha}
th <- uniroot(Fp2, lower =0, upper =1,
tol = 0.0001)$root
The result is 0 as shown below.
> th
[1] 0
However, there should be a root between 0.00952 and 0.00955, since the
function values are of opposite signs as below.
> Fp2(0.00952)
[1] 2.264272e-05
> Fp2(0.00955)
[1] -0.0003657404
Can any one give me a hand here? Thanks a lot.
Hannah
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