Try this:
options(digits=10)
> integrate(f=powerLaw2, lower=0, upper=Inf, l1=1.8980185, l2=-0.0804259, c0=1,
> t0=259.78, rel.tol=1.e-10)
0.01089019946 with absolute error < 3.7e-11
Ravi.
____________________________________________________________________
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
----- Original Message -----
From: R_help Help <rhelp...@gmail.com>
Date: Wednesday, August 11, 2010 9:44 pm
Subject: [R] Need help to understand integrate function
To: r-help@r-project.org
> Hi,
>
> I'm running into a wall when trying to use the integrate function. I
> have the following setting:
>
> powerLaw2 <- function(x,l1,l2,c0,t0) {
>
> idx <- which(x <= 0);
> if (length(idx) > 0) {
> x[idx] <- 0;
> }
>
> xl <- (-l1+l2)*log(x/t0);
> L <- log(c0)-l1*log(x)-log(1+exp(xl));
> L <- exp(L);
> return(L);
> }
>
> plCDF2 <- function(x,l1,l2,c0,t0) {
>
> print(c(l1,l2,c0,t0));
> cdf <-
> integrate(f=powerLaw2,lower=x,upper=Inf,l1=l1,l2=l2,c0=c0,t0=t0,stop.on.error=T);
> return(cdf$value);
>
> }
>
> I know that as long as my l1 > 1 and l2 < 1 the integration above
> should converge. However, this doesn't seem to be the case when I call
> integrate function with the following parameter:
>
>
> Browse[1]>
> integrate(f=powerLaw2,lower=1e-09,upper=Inf,l1=1.8980185,l2=-0.0804259,c0=1,t0=259.78,stop.on.error=T)
> failed with message 'the integral is probably divergent'
>
> Would you please shed some light? And how could I prevent this
> situation? Thank you.
>
> Rgds,
>
> Rob
>
> ______________________________________________
> R-help@r-project.org mailing list
>
> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.
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