On 15.02.2012 17:33, Dimitris.Kapetanakis wrote:
Dear all,
I am trying to use the integrate function in R but it seems that it does not
work in my example and I cannot figure out why. I create a function Mu1
(which works fine) and try to integrate by the code:
n <- 100
Ctrl <- as.matrix(cbind(runif(n, -30, 30)))
W <- Ctrl + as.matrix(rnorm(n))
Rsp <- (W>as.matrix(sample(10, n, T)))*1
Mu1 <- function(x, Y=Rsp, Xc=Ctrl){
x<- as.matrix(x)
k<- dnorm((Xc-matrix(x, n, ncol(Xc), T)))
K<- diag(apply(k, 1, function(c) prod(c)))
delta<- solve(t(Xc)%*%K%*%Xc)%*%t(Xc)%*%K%*%Y
delta[1]
}
Mu1(10)
integrate(Mu1, -30, 30)
then it posts me an error:
Error in integrate(Mu1, -30, 30) :
evaluation of function gave a result of wrong length
In addition: Warning message:
In matrix(x, n, ncol(Xc), T) :
data length [21] is not a sub-multiple or multiple of the number of rows
[100]
Could you please tell me where is the error and how I could correct it?
Mu1b <- Vectorize(Mu1, "x")
integrate(Mu1b, -30, 30)
Reason is that integrate passes multiple "x" into Mu1 at the same time,
hence that function has to be vectorized in x.
Uwe Ligges
Thanks a lot
Dimitris
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