similar to: R: integration problem

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:

hello all happy new year and hope you r having a good holiday. i would like to calculate the expectation of a particular random variable and would like to approximate it using a number of the functions contained in R. decided to do some experimentation on a trivial example. example ======== suppose x(i)~N(0,s2) where s2 = the variance the prior for s2 = p(s2)~IG(a,b) so the posterior is

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, anyone knows about any functions in R can get multidimensional integration not over a multidimensional rectangle (not adapt). For example, I tried the following function f(x,n)=x^n/n! phi.fun<-function(x,n) { if (n==1) { x }else{ integrate(phi.fun, lower=0, upper=x, n=n-1)$value } } I could get f(4,2)=4^2/2!=8, but failed in f(4,3)=4^3/3! Thanks Best, Lynette

I am trying to solve an integral in R. However, I am getting an error when I am trying to solve for that integral. The equation that I am trying to solve is as follows: $$ C_m = \frac{{abs{x}}e^{2x}}{\pi^{1/2}}\int_0^t t^{-3/2}e^{-x^2/t-t}dt $$ [image: enter image description here] The code that I am using is as follows: a <- seq(from=-10, by=0.5,length=100) ## Create a function to compute

Dear List-Members, since 3 weeks I have been heavily working on reproducing the results of an economic paper. The method there uses the numerical solution of an integral within nonlinear least squares. Within the integrand there is also some parameter to estimate. Is that in the end possible to implement in R [Originally it was done in GAUSS]? I'm nearly into giving up. I constucted an

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

Hello All, I have to create a variable that is a function of another one (already created), its cumulative distribution function and the integral of this cumulative distribution, with limits: 0 and the value of the variable. To be clear, I have the variable called “cip”. And its cdf called “cdfcip” I need to create the variable: bip = cip + ((1 – cdfcip)^4)*integral((1-cdf(u))^4*du, 0, value

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"

Hi, Could somebody help me with the following. I want to calculate the integral over an implicit function. I thought to integrate over a function depending on uniroot. In previous topics I found a thread about finding the root of an integral. And that works. But the other way around, does not work. Does R support this? I included the following example. The function in the example is very easy

hi all at the outset i must APOLOGIZE for sending the following mail. it is not R related but since there are many stats and maths buffs that use the list i decided to send the following question. integrate ((1+((y-bx)^2)/(av))*(1+(x^2)/(bv)))^(-0.5*(v+1)) over the interval 0 to inf a>0, b>0 and v>4 y treated as a constant over the real line. i could integrate the function using

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 All, I need to perform a numerical integration of one dimensional fucntions. The extrems of integration are both finite and the functions I'm working on are quite complicated. I have already tried both area() and integrate(), but they do not perform well: area() is very slow and integrate() does not converge. Are in R other functions for numerical integration of one dimentional

Dear UseRs, I'm curious about the derivative of n!. We know that Gamma(n+1)=n! So when on takes the derivative of Gamma(n+1) we get Int(ln(x)*exp(-x)*x^n,x=0..Inf). I've tried code like > integrand<-function(x) {log(x)*exp(x)*x^n} > integrate(integrand,lower=0,upper=Inf) It seems that R doesn't like to integrate for any n, and I was wondering if anyone knew a way around

Hi R users, I have a couple of questions about some problems that I am facing with regard to numerical integration and optimization of likelihood functions. Let me provide a little background information: I am trying to do maximum likelihood estimation of an econometric model that I have developed recently. I estimate the parameters of the model using the monthly US unemployment rate series

Hey fellas: I would like to integrate the following function: integrand <- function (x,t) { exp(-2*t)*(2*t)^x/(10*factorial(x)) } with respect to the t variable, from 0 to 10. The variable x here works as a parameter: I would like to integrate the said function for each value of x in 0,1,..,44. I have tried Vectorize to no avail. Thanks in advance, jose romero

Hi there I'm trying to construct a model of mortality risk in 2D space that requires numerical integration of a hazard function, for which I'm using the integrate function. I'm occasionally encountering parameter combinations that cause integrate to terminate with error "Error in integrate... the integral is probably divergent", which I'm not sure how to interpret. The

Hello, I want to maximize a likelihood function expressed as an integral that can not be symbolically evaluated. I expose my problem in a reduced form. g<- function(x){ integrand<-function(y) {exp(-x^2)*y} g<-integrate(integrand,0,1) } h<-function(x) log((g(x))) g is an object of the class function, but g(2) is a integrate object, I can print(g(2))

Dear R users, I have a question about numerical integration in R. I am facing the 'non-finite function value' error while integrating the function xf(x) using 'integrate'. f(x) is a probability density function and assumed to follow the three parameter (min = 0) beta distribution for which I have estimated the parameters. The function is integrated

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,