similar to: 0.5 != integrate(dnorm,0,20000) = 0

In the help for ?integrate: >When integrating over infinite intervals do so explicitly, rather than just using a large number as the endpoint. This increases the chance of a correct answer ? any function whose integral over an infinite interval is finite must be near zero for most of that interval. I understand that and there are examples such as: ## a slowly-convergent integral integrand

Hi! I was wondering if there are any other functions for numerical integration, besides 'integrate' from the stats package, but which wouldn't require the integrand to be vectorized. Oh, and must be capable of integrating over (-inf,+inf). Thanks in advance, Eduardo Horta [[alternative HTML version deleted]]

The integral of any probability density from -Inf to Inf should equal 1, correct? I don't understand last result below. > integrate(function(x) dnorm(x, 0,1), -Inf, Inf) 1 with absolute error < 9.4e-05 > integrate(function(x) dnorm(x, 100,10), -Inf, Inf) 1 with absolute error < 0.00012 > integrate(function(x) dnorm(x, 500,50), -Inf, Inf) 8.410947e-11 with absolute error <

Dear list, [cross-posting from Stack Overflow where this question has remained unanswered for two weeks] I'd like to perform a numerical integration in one dimension, I = int_a^b f(x) dx where the integrand f: x in IR -> f(x) in IR^p is vector-valued. integrate() only allows scalar integrands, thus I would need to call it many (p=200 typically) times, which sounds suboptimal. The

I believe this may be more related to analysis than it is to R, per se. Suppose I have the following function that I wish to integrate: ff <- function(x) pnorm((x - m)/sigma) * dnorm(x, observed, sigma) Then, given the parameters: mu <- 300 sigma <- 50 m <- 250 target <- 200 sigma_i <- 50 I can use the function integrate as: > integrate(ff, lower= -Inf, upper=target)

Full_Name: José Enrique Chacón Version: 1.5.0 and 1.3.1 OS: Windows Millenium Submission from: (NULL) (158.49.28.155) Dear reader: I was trying to evaluate the L2 error produced when estimating the density function N(0,1) from a sample of size 100 using a kernel density estimate. It produced a strange value. You can reproduce the process by typing samp<-rnorm(100)

Dear @ll. I have to calculate numerical integrals for triangular and trapezoidal figures. I know you can calculate the exactly, but I want to do it this way to learn how to proceed with more complicated shapes. The code I'm using is the following: integrand<-function(x) { print(x) if(x<fx[1]) return(0) if(x>=fx[1] && x<fx[2]) return((x-fx[1])/(fx[2]-fx[1]))

I ran into a problem with titles on graphs. I wanted a graph with multiple subplots, with each having a title that involved both a Greek letter and an identifier for each graph. Below is a simplified version of code to do this. The graph appears fine, with the first graph having "i=1" in the title, and the second graph having "i=2" in the title. However, when I resize the

When I run the following function HQ2 <- function(n) { nv <- 6 * sqrt(n) fcn <- function(z) { pchisq(z^2 / 36, n - 1) * dnorm(nv - z) } ## I want the integral from 0 to infinity: f.Inf <- integrate(fcn, 0, Inf) ## Doc: "Don't do this": f.100 <- integrate(fcn, 0, 100) cbind(f.Inf, f.100) } I get, for n = 9 and

Hi, I've got an ugly but fairly simple function: mdevstdev <- function(a){ l <- dnorm(a)/(1-pnorm(a)) integrand <- function(z)(abs(z-l)*dnorm(z)) inted <- integrate(integrand, a, Inf) inted[[1]]/((1- pnorm(a))*sqrt((1 + a*l - l^2))) } I wanted to quickly produce a graph of this over the range [-3,3] so I used: plotit <-function(x=seq(-3,3,0.01),...){

Hi all, Can anyone please take a look at the following two functions. The answer does not seem to be right. Thank you very much! f1 <- function(x) {integrand <- function (x, mu){ dnorm(x, mean=mu, sd=1)*dnorm(mu, mean=2, sd=1) } integrate(integrand, -Inf, Inf,x)$val } f2 <- function(x) {integrand <- function (x, mu){

Hi there. Thanks for your time in advance. I am using R 2.2.0 and OS: Windows XP. My final goal is to calculate 1/2*integral of (f1(x)^1/2-f2(x)^(1/2))^2dx (Latex codes: $\frac{1}{2}\int^{{\infty}}_{\infty} (\sqrt{f_1(x)}-\sqrt{f_2(x)})^2dx $.) where f1(x) and f2(x) are two marginal densities. My problem: I have the following R codes using "adapt" package. Although "adapt"

> version _ platform i686-pc-linux-gnu arch i686 os linux-gnu system i686, linux-gnu status major 1 minor 7.1 year 2003 month 06 day 16 language R Bug: integrate(f,lower,upper,extra_args) where f <- function(x,extra_args) { body } integrate doesn't pass the extra arguments when calling f. As a first check of this finding I integrated dnorm from

Hi, Am not sure if my code itself is correct. Here's what am trying to do: Minimize integration of a function of gaussian distributed variable 'x' over the interval qnorm(0.999) to Inf by changing value of parameter 'mu'. mu is the shift in mean of 'x'. Code: # x follows gaussian distribution # fx2 to be minimized by changing values of mu # integration to be done over

I have been told by the CRAN administrators that the following code generated an error on 64-bit Fedora Linux (gcc, clang) and on Solaris machines (sparc, x86), but runs well on all other systems): > fn <- function(x, y) ifelse(x^2 + y^2 <= 1, 1 - x^2 - y^2, 0) > tol <- 1.5e-8 > fy <- function(x) integrate(function(y) fn(x, y), 0, 1,

Hi, The `quietly` argument of `require` is documented as follows: quietly: a logical. If ?TRUE?, no message confirming package attaching is printed, and most often, no errors/warnings are printed if package attaching fails. However: > require(foo, quietly=TRUE) Warning message: In library(package, lib.loc = lib.loc, character.only = TRUE, logical.return = TRUE, :

Hi all, The function h below is a function of c and it should be a monotone increasing function since the integrand is nonnegative and integral is taken from c to infinity. However, as we can see from the plot, it is not shown to be monotone. Something wrong with the usage of integrate function? Thanks so much for your help. Hanna h <- function(c){ g <- function(x){pnorm(x-8.8,

I have developed an R package that works under Win32, but when I attempt to build it on Win64, I get ERROR: loading failed for 'x64' More precisely, I developed and tested the package under Win32 and it works. But when I move to a 64 bit Windows 7 (Home Premium) system, and attempt to build both 32 bit and 64 bit packages, the 32 bit package seems to build, but the 64 bit build

Dear All, Hello! I have some questoins in R programming as follows: Question 1- How to take the integral of this function with respect to y, such that x would appear in the output after taking integral. f(x,y)=(0.1766*exp(-exp(y+lnx))*-exp(y+lnx))/(1-exp(-exp(y+lnx))) y in (-6.907,-1.246) It is doable in maple but not in R. At least I could not find the way. p.s: result from maple is:

Dear All, I regularly want to "apply" some function to an array in a way that the arguments to the user function depend on the index on which the apply is working. A simple example is: A <- array( runif(160), dim=c(5,4,8) ) x <- matrix( runif(32), nrow=4, ncol=8 ) b <- runif(8) f1 <- function( A, x, b ) { sum( A %*% x ) + b } result <- rep(0.0,8) for (i in 1:8) {