[R] how to adjust the output
David Winsemius
dwinsemius at comcast.net
Tue Feb 9 13:26:16 CET 2010
On Feb 9, 2010, at 4:27 AM, Roslina Zakaria wrote:
> Hi R-users,
>
>
> I have this code below and I understand the error message but do not
> know how to correct it. My question is how do I get rid of “with
> absolute error < 7.5e-06” attach to value of cdf so that I can carry
> out the calculation.
Read the help page. The "Value" section says that integrate returns a
list. Access the list by name of desired component:
cdf$value # should get you the desired number.
--
David.
>
> integrand <- function(z)
> { alp <- 2.0165
> rho <- 0.868
>
> # simplified expressions
> a <- alp-0.5
> c1 <- sqrt(pi)/(gamma(alp)*(1-rho)^alp)
> c2 <- sqrt(rho)/(1-rho)
> t1 <- exp(-z/(1-rho))
> t2 <- (z/(2*c2))^a
> bes1 <- besselI(z*c2,a)
> t1bes1 <- t1*bes1
> c1*t1bes1*t2
> }
>
> z1 <- 20
> cdf <- integrate(integrand, lower = 0, upper = z1,abs.tol = FALSE)
> r <- runif(1)
>
> ## Newton iteration
> z2 <- z1 - (cdf - r)/integrand(z1)
>
> Output
>
>> z1 <- 20
>
>> cdf <- integrate(integrand, lower = 0, upper = z1)
>
>> r <- runif(1)
>
>> z2 <- z1 - (cdf - r)/integrand(z1)
> Error in cdf - r : non-numeric argument to binary operator
>
>> source(.trPaths[5], echo=TRUE, max.deparse.length=10000)
>
>> cdf
> 0.9996004 with absolute error < 7.5e-06
>
> Thank you so much for any help given.
>
>
>
>
>
> [[alternative HTML version deleted]]
>
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> and provide commented, minimal, self-contained, reproducible code.
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
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