On 17.02.2011 22:10, li li wrote:
Hi all,
I have some some problem with regard to finding the integral of a
function containing an indicator function.
please see the code below:
func1<- function(x, mu){
(mu^2)*dnorm(x, mean = mu, sd = 1)*dgamma(x, shape=2)}
m1star<- function(x){
integrate(func1, lower = 0, upper = Inf,x)$val}
T<- function(x){
0.3*dnorm(x)/(0.3*dnorm(x)+0.7*m1star(x))}
func2<- function(x,c){(T(x)<=c)*0.3*dnorm(x)}
func3<- function(x,c){(T(x)<= c)*(0.3*dnorm(x)+0.7*m1star(x))}
numer<- function(c){
integrate(func2, -Inf, Inf, c)$val}
denom<- function(c){
integrate(func3, lower, Inf,c)$val}
The error message is as below :
numer(0.5)
Error in integrate(func1, lower = 0, upper = Inf, x) :
the integral is probably divergent
Several problems:
1. Your m1star does not work vectorized which is required here.
This can be fixed by changing the function as follows:
m1star <- function(x){
sapply(x, function(x) integrate(func1, lower = 0, upper = Inf, x =
x)$val)
}
2. You will find that func2 calculates T(x). Note that T(x) is not
undefined for x=0.
I have not investigated further, but my guess is that your problem needs
some rethinking ...
Best,
Uwe Ligges
Thank you very much!
Hannah
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