Displaying 20 results from an estimated 1000 matches similar to: "Questions regarding "integrate" function"
2006 Nov 17
0
Question regarding "integrate" function
Hi there. Thanks for your time in advance.
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 estimated marginal densities.
My problem:
I have the following R codes using "adapt" package. Although "adapt"
function is mainly designed
2006 Nov 17
0
questions regarding "integrate" function in R
Hi there. Thanks for your time in advance.
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 $.) where f1(x) and f2(x) are two
marginal densities.
My problem:
I have the following R codes using "adapt" package. Although "adapt"
function is mainly designed for more
2001 Jan 11
1
segmentation fault in integrate (PR#812)
I tried to integrate numerically a function wich is similar to the
following:
> dummy <- function(x) { exp(-1*x) * dnorm(x) }
> dummy(-100)
[1] 0
> dummy(-1000)
[1] NaN
> dummy(-10000)
[1] NaN
If I choose the lower boundary to be too small integrate causes a
segmentation fault:
> library(integrate)
> integrate(dummy, -100, 0)$value
[1] 1.387143
> integrate(dummy, -1000,
2007 Oct 29
1
meaning of lenwrk value in adapt function
R-listers,
In using the adapt function, I am getting the following warning:
Ifail=2, lenwrk was too small. -- fix adapt() !
Check the returned relerr! in: adapt(ndim = 2, lower = lower.limit,
upper = upper.limit, functn = pr.set,
Would someone explain what the 'lenwrk' value indicates in order to help
diagnose this issue.
Also, what are the possible codes for Ifail, so I can set
2010 Feb 09
2
Double Integral Minimization Problem
Hello all,
I am trying to minimize a function which contains a double integral, using
"nlminb" for the minimization and "adapt" for the integral. The integral is
over two variables (thita and radiusb)
and the 3 free parameters I want to derive from the minimization are
counts0, index and radius_eff.
I have used both tasks in the past successfully but this is the first time
2002 Jul 14
1
help with adapt function
Dear People,
I'm trying to use the function adapt, from the adapt library package,
which does multidimensional numerical integration. I think I must be using
the wrong syntax or something, because even a simple example does not
work. Consider
foo <- function(x){x[1]*x[2]}
and
adapt(2, lo = c(-1,-1), up = c(1,1), functn = foo)
This simply hangs. A more complicated example crashes R,
2001 Mar 08
1
inconsistent results when calling functions with other func (PR#869)
Hello Bug people,
I have an unexpected behavior and am unsure whether the problem is in my
thinking, my implementation or the program R.
Basically I get two different answers depending on how I call a function
which takes other functions as arguments as indicated below.
To me it should make no difference if f is a function that returns the
function g then z(f(x)) whould give the same as
y<-
2007 Mar 28
1
warnings on adapt
Hi all
I was wondering if someone could help me.
I have to estimate some parameters, so I am using the function nlm. Inside
this function I have to integrate, hence
I am using the function adapt.
I don't understand why it is giving the following warnings:
At the beginning:
Warning: a final empty element has been omitted
the part of the args list of 'c' being evaluated was:
2012 May 23
1
numerical integration
Greetings,
Sorry, the last message was sent by mistake! Here it is again:
I encounter a strange problem computing some numerical integrals on [0,oo).
Define
$$
M_j(x)=exp(-jax)
$$
where $a=0.08$. We want to compute the $L^2([0,\infty))$-inner products
$$
A_{ij}:=(M_i,M_j)=\int_0^\infty M_i(x)M_j(x)dx
$$
Analytically we have
$$
A_{ij}=1/(a(i+j)).
$$
In the code below we compute the matrix
2010 Sep 21
3
bivariate vector numerical integration with infinite range
Dear list,
I'm seeking some advice regarding a particular numerical integration I
wish to perform.
The integrand f takes two real arguments x and y and returns a vector
of constant length N. The range of integration is [0, infty) for x and
[a,b] (finite) for y. Since the integrand has values in R^N I did not
find a built-in function to perform numerical quadrature, so I wrote
my own after
2007 Nov 14
0
R Crashes on certain calls of Adapt
I'm having trouble with adapt. I'm trying to use it in a Bayesian setting,
to integrate the posterior distribution, and to find posterior means. I
tried using the following script, and things went ok:
data = rnorm(100,0.2,1.1)
data = c(data,rnorm(10,3,1))
data = data[abs(data)<2*sd(data)]
prior = function(x){
dgamma(x[2],shape=2,scale=1)*dnorm(x[1],0,.5)
}
liklihood =
2000 Jan 19
1
Segmentation fault using integrate()
Hi all,
Running R 0.90.1 on a RH 6.1 system. Installation of the
integrate_2.1-2 package went smoothly. My code contains a loop
in which integrate() is called several times in each pass.
I get a segmentation fault after what seems to be a random number
of calls to integrate(). Debug output shows:
Program received signal SIGSEGV, Segmentation fault.
promiseArgs (el=0x40276414,
2007 Jul 07
2
No convergence using ADAPT
I am trying calculate a probability using numerical integration. The first
program I ran spit out an answer in a very short time. The program is below:
## START PROGRAM
trial <- function(input)
{
pmvnorm(lower = c(0,0), upper = c(2, 2), mean = input, sigma = matrix(c(.1, 0,
0, .1), nrow = 2, ncol = 2, byrow = FALSE))
}
require(mvtnorm)
require(adapt)
bottomB <- -5*sqrt(.1)
topB <-
2011 Nov 06
2
how to use quadrature to integrate some complicated functions
Hello to all,
I am having trouble with intregrating a complicated uni-dimensional function
of the following form
Phi(x-a_1)*Phi(x-a_2)*...*Phi(x-a_{n-1})*phi(x-a_n).
Here n is about 5000, Phi is the cumulative distribution function of
standard normal,
phi is the density function of standard normal, and x ranges over
(-infty,infty).
My idea is to to use quadrature to handle this integral. But
2011 Dec 10
2
efficiently finding the integrals of a sequence of functions
Hi folks,
I am having a question about efficiently finding the integrals of a list of
functions. To be specific,
here is a simple example showing my question.
Suppose we have a function f defined by
f<-function(x,y,z) c(x,y^2,z^3)
Thus, f is actually corresponding to three uni-dimensional functions
f_1(x)=x, f_2(y)=y^2 and f_3(z)=z^3.
What I am looking for are the integrals of these three
2008 Aug 26
2
Problem with Integrate for NEF-HS distribution
I need to calcuate the cumulative probability for the Natural Exponential Family - Hyperbolic secant distribution with a parameter theta between -pi/2 and pi/2. The integration should be between 0 and 1 as it is a probability.
The function "integrate" works fine when the absolute value of theta is not too large. That is, the NEF-HS distribution is not too skewed. However, once the
2011 Nov 10
2
performance of adaptIntegrate vs. integrate
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
2010 Dec 22
3
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
2013 Feb 12
2
integrate function
Hi All,
Can any one help to explain why min and max function couldn't work in the
integrate function directly.
For example, if issue following into R:
integrand <- function(x) {min(1-x, x^2)}
integrate(integrand, lower = 0, upper = 1)
it will return this:
Error in integrate(integrand, lower = 0, upper = 1) :
evaluation of function gave a result of wrong length
However, as min(U,V) =
2012 May 23
0
numerical integrals
Greetings,
I encounter a strange problem computing some numerical integrals on [0,oo).
Define
$$
M_j(x)=exp(-jax)
$$
where $a=0.08$. We want to compute the $L^2([0,\infty))$-inner products
$$
A_{ij}:=(M_i,M_j)=\int_0^\infty M_i(x)M_j(x)dx
$$
Analytically we have
$$
A_{ij}=1/(a(i+j)).
$$
In the code below we compute the matrix $A_{i,j}$, $1\leq i,j\leq 5$, numerically
and check against the known