[R] Questions regarding "integrate" function
Le Wang
ruser.le at gmail.com
Wed Nov 22 17:40:54 CET 2006
A follow-up. Thanks to Matthias, the codes worked very well.
Le
> On 11/18/06, Matthias Kohl <Matthias.Kohl at stamats.de> wrote:
> > Hello,
> >
> > your integrand needs to be a function which accepts a numeric vector as
> > first argument and returns a vector of the same length (see ?integrate).
> > Your function does not fulfill this requirement. Hence, you have to
> > rewrite your function or use sapply, apply or friends; something like
> >
> > newintegrand <- function(x) sapply(x, integrand)
> >
> > By the way you use a very old R version and I would recommend to update
> > to R 2.4.0.
> >
> > hth
> > Matthias
> >
> > Le Wang schrieb:
> >
> > >Hi there. Thanks for your time in advance.
> > >
> > >I am using R 2.2.0 and OS: Windows XP.
> > >
> > >My final goal is to calculate 1/2*integral of
> > >(f1(x)^1/2-f2(x)^(1/2))^2dx (Latex codes:
> > >$\frac{1}{2}\int^{{\infty}}_{\infty}
> > >(\sqrt{f_1(x)}-\sqrt{f_2(x)})^2dx $.) where f1(x) and f2(x) are two
> > >marginal densities.
> > >
> > >My problem:
> > >
> > >I have the following R codes using "adapt" package. Although "adapt"
> > >function is mainly designed for more than 2 dimensions, the manual
> > >says it will also call up "integrate" if the number of dimension
> > >equals one. I feed in the data x1 and x2 and bandwidths h1 and h2.
> > >These codes worked well when my final goal was to take double
> > >integrals.
> > >
> > > integrand <- function(x) {
> > > # x input is evaluation point for x1 and x2, a 2x1 vector
> > > x1.eval <- x[1]
> > > x2.eval <- x[2]
> > > # n is the number of observations
> > > n <- length(x1)
> > > # x1 and x2 are the vectors read from data.dat
> > > # Compute the marginal densities
> > > f.x1 <- sum(dnorm((x1.eval-x1)/h1))/(n*h1)
> > > f.x2 <- sum(dnorm((x2.eval-x2)/h2))/(n*h2)
> > > # Return the integrand #
> > > return((sqrt(f.x1)-sqrt(f.x2))**2)
> > >
> > > }
> > >
> > > estimate<-0.5*adapt(1, lo=lo.default, up=up.default,
> > > minpts=minpts.default, maxpts=maxpts.default,
> > > functn=integrand, eps=eps.default, x1, x2,h1,h2)$value
> > >
> > >
> > >But when I used it for one-dimension, it failed. Some of my
> > >colleagues suggested getting rid of "x2.eval" in the "integrand"
> > >because it is only one integral. But after I changed it, it still
> > >didn't work. R gave the error msg: "evaluation of function gave a
> > >result of wrong length"
> > >
> > >I am not a frequent R user..although I looked up the mailing list
> > >for a while and there were few postings asking similar questions, I
> > >can't still figure out why my codes won't work. Any help will be
> > >appreciated.
> > >
> > >Le
> > >-
> > >~~~~~~~~~~~~~~~~~~~~~~
> > >Le Wang, Ph.D
> > >Population Center
> > >University of Minnesota
> > >
> > >______________________________________________
> > >R-help at stat.math.ethz.ch mailing list
> > >https://stat.ethz.ch/mailman/listinfo/r-help
> > >PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> > >and provide commented, minimal, self-contained, reproducible code.
> > >
> > >
> >
> >
> > --
> > Dr. rer. nat. Matthias Kohl
> > E-Mail: matthias.kohl at stamats.de
> > Home: www.stamats.de
> >
--
~~~~~~~~~~~~~~~~~~~~~~
Le Wang, Ph.D
Population Center
University of Minnesota
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