On Jan 27, 2011, at 2:38 PM, mcitkowicz wrote:
Hello,
I have written the function I would like to integrate in two ways:
denfxn <- function(yy,vv,a2,b2,mu2) {
pp <- 1-pnorm(yy/sqrt(vv))
part1 <- pp^(a2-1)
part2 <- (1-pp)^(b2-1)
part3 <- dnorm(yy,mu2,sqrt(vv))
return(part1*part2*part3) }
denfxnorg <- function(yy,vv,a2,b2,mu2) {
pp <- 1-pnorm(yy/sqrt(vv))
pp <- if (pp < .001) .001
else if (pp > .999) .999
else pp
part1 <- pp^(a2-1)
part2 <- (1-pp)^(b2-1)
part3 <- dnorm(yy,mu2,sqrt(vv))
return(part1*part2*part3) }
The first function is the original function and the second one
allows for
restrictions around pp.
When I integrate my function using the first version, it works just
fine:
a2 <- .9
b2 <- .9
mu2 <- .1
vv = v[i]
yy = y[i]
lower <- mu2-6*sqrt(vv)
upper <- mu2+6*sqrt(vv)
integrate(denfxn,lower,upper,vv=vv,a2=a2,b2=b2,mu2=mu2)
1.327635 with absolute error < 1.2e-08
However, when I integrate my function using the second version (with
restrictions), I obtain the following error messages:
You should learn to distinguish error messages from warning messages.
This warning is telling you that you have chosen the wrong function
for your efforts at truncation.
You perhaps should have used ifelse which is designed for vector
manipulation rather than if() {}else{} which is acontrol structure not
appropriate to that purpose:
?Control
?ifelse
a2 <- .9
b2 <- .9
mu2 <- .1
vv = v[i]
yy = y[i]
lower <- mu2-6*sqrt(vv)
upper <- mu2+6*sqrt(vv)
integrate(denfxnorg,lower,upper,vv=vv,a2=a2,b2=b2,mu2=mu2)
1.588887 with absolute error < 1.2e-07
Warning messages:
1: In if (pp < 0.001) 0.001 else if (pp > 0.999) 0.999 else pp :
the condition has length > 1 and only the first element will be used
2: In if (pp > 0.999) 0.999 else pp :
the condition has length > 1 and only the first element will be used
3: In if (pp < 0.001) 0.001 else if (pp > 0.999) 0.999 else pp :
the condition has length > 1 and only the first element will be used
4: In if (pp > 0.999) 0.999 else pp :
the condition has length > 1 and only the first element will be used
5: In if (pp < 0.001) 0.001 else if (pp > 0.999) 0.999 else pp :
the condition has length > 1 and only the first element will be used
I do not understand why integrate crashes
Please don't use the work "crash" to refer to a warning message. And
please read the error message. This message says nothing about
integrate. It refers only to the "if" function.
when I include those restrictions,
as pp does not have length greater than 1. When I simply try to
obtain the
estimate using both ways, I do not obtain the error message:
denfxn(yy,vv,a2,b2,mu2)
[1] 0.001433364
denfxnorg(yy,vv,a2,b2,mu2)
[1] 0.001433364
Thus, I believe the problem is coming from the integrate function,
rather
than from my function. Any ideas of what could happening?
No.
Thank you in advance,
Martyna
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