[R] Solve an equation including integral

[Ravi Varadhan]

There was a mistake in the previously sent function.  I had hard coded the values of parameters `nu' and `exi'.

Use this one:

myroot <- function(t, nu, exi, alpha){
  fun <- function(t, exi, nu) (nu+t^2)^(-(nu+1)/2)*exp(((nu+1)*exi*t)/((nu+t^2)^0.5))
  res <- alpha - integrate(fun, -Inf, t, nu=nu, exi=exi)$value
  return(res)
}

uniroot(myroot, c(-2, 2), nu=2, exi=0.5, alpha=.05)

Ravi


From: Ravi Varadhan
Sent: Friday, January 08, 2016 11:29 AM
To: r-help at r-project.org; 'sstoline at gmail.com' <sstoline at gmail.com>
Subject: Re: Solve an equation including integral

I think this is what you want:

myroot <- function(t, nu, exi, alpha){
  fun <- function(t, exi, nu) (nu+t^2)^(-(nu+1)/2)*exp(((nu+1)*exi*t)/((nu+t^2)^0.5))
  res <- alpha - integrate(fun, -Inf, t, nu=2, exi=0.5)$value
  return(res)
}

uniroot(myroot, c(-2, 2), nu=2, exi=0.5, alpha=.05)

Hope this is helpful,
Ravi

Ravi Varadhan, Ph.D. (Biostatistics), Ph.D. (Environmental Engg)
Associate Professor,  Department of Oncology
Division of Biostatistics & Bionformatics
Sidney Kimmel Comprehensive Cancer Center
Johns Hopkins University
550 N. Broadway, Suite 1111-E
Baltimore, MD 21205
410-502-2619


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