Dear all,
For the following code, I have the error message
"Error in uniroot(f1star, lower = -10, upper = 0, tol = 1e-10, lambda =
lam[i], :
f() values at end points not of opposite sign".
It seems the problem occurs when lambda is equal to 0.99.
However, there should be a solution for "f1star(lamda=0.99, p1=0.1, z)=0"
for z values.
Thank you very much in advance for the help.
Hannah
f1star <- function(lambda, p1,z){
lambda*((u1^2)*p1*exp(u1*z-u1^2/2)+(u2^2)*(0.2-p1)*exp(u2*z-u2^2/2))-(1-
lambda)*pi0}
f2star <- function(p1, cl, cu){
pi0*(pnorm(cl)+(1-pnorm(cu)))/(pi0*(pnorm(cl)+(1-pnorm(cu)))+(u1^2)*p1*(
pnorm(cl-u1)+(1-pnorm(cu-u1)))+(u2^2)*(0.2-p1)*(pnorm(cl-u2)+(1-pnorm(cu-u2
))))}
f3star <- function(p1, cl, cu){
((u1^2)*p1*(pnorm(cu-u1)-pnorm(cl-u1))+(u2^2)*(0.2-p1)*(pnorm(cu-u2)-pnorm(
cl-u2)))/(pi0*(pnorm(cu)-pnorm(cl))+(u1^2)*p1*(pnorm(cu-u1)-pnorm(cl-u1))+(
u2^2)*(0.2-p1)*(pnorm(cu-u2)-pnorm(cl-u2)))}
p1 <- 0.1
lam <- seq(0.01,0.99, by=0.001)
x1 <- numeric(length(lam))
x2 <- numeric(length(lam))
for (i in 1:length(lam)){
cl <- uniroot(f1star, lower = -10, upper = 0,
tol = 1e-10,lambda=lam[i], p1=p1)$root
cu <- uniroot(f1star, lower = 0, upper = 10,
tol = 1e-10,lambda=lam[i], p1=p1)$root
x1[i]<- f2star(p1=p1, cl=cl, cu=cu)
x2[i]<- f3star(p1=p1, cl=cl, cu=cu)}
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