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2002 Feb 22
2
errors in integrate function?
I have been trying the integrate function in R, a function which would be
very useful for a current project of mine. But I am encountering errors
integrating the one function I have tried. The function to be integrated is
a product of a gamma demsity and a normal density:
gamma.by.normal_function(y,x,shape,scale,stdev)
return( dgamma(y,shape=shape,scale=scale)*
dnorm(x=x-y,mean=0,sd=stdev) )
> integrate(gamma.by.normal,lower=0,upper=Inf,
rel.tol=1e-6,x=10,shape=1,scale=4,stdev=0.2)
> 4.589933e-11 with absolute error < 8.4e-11
> i...