[R] Integrating a two variable function

Robert Schneider r_schneid at hotmail.com
Tue Nov 13 23:02:48 CET 2007


Hi,

I would like to integrate over x the following function:

f1 <- function(x,int) x^(p+p.int*int) * (1-x)^(q+q.int)

where

- p, p.int, q, q.int: fixed parameters

- int is a binary variable (0 or 1), and specific to a given x, i.e.

     x=c(0,0.14,0.29,0.32,...,1)
     int=c(0,0,1,0,1,1,...,0)

I would like to calculate the area under the curve between each value of x. I can get this using the integrate function without taking into account the binary variable, i.e. fixing int to 0 or 1:

lim = length(x)
result.0 <- c()
result.1 <- c()
for (i in 1:lim-1) {
    result.0[i] <- integrate(f1,x[i],x[i+1],int=0)
    result.1[i] <- integrate(f1,x[i],x[i+1],int=1)
}

Is there a way to take into account the second variable, i.e. for the integration to take into account int for each x ?

Thanks in advance.

Robert Schneider



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