Hi all,
Can anyone help me with below integrate function?
Basically, I want to calculate the integral of the sum of two kernel
density functions.
But the error shows that:
In x - a :
longer object length is not a multiple of shorter object length
y1 = rnorm(10)
y2 = rnorm(10)
fhat <- function(x,a){h=density(a)$bw;sum(dnorm((x-a)/h)/h/length(a))}
integrand1 <- function(p) {
fhat(p,y1)+fhat(p,y2)
}
integrate(integrand1,lower = -Inf, upper = Inf)
Thanks in advance,
Dan
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