Dear all, I'm stuck on a problem concerning integration..Results from the analytical expression and numerical approximation (as returned by integrate()) do not match. It probably depends on some error of mine, so apologizes for this off-topic question.
I'm interested in computing the integral of f where: f<-function(x){exp(-3-.2*pmin(x-7.5,0))} x<-seq(0,15,length=50) plot(x, f(x),type="l") Using the integrate() function, I get reasonable results a<-sapply(x, function(xx)integrate(f,0,xx)[[1]]) plot(x, a,type="l") Using analytical expression, the primitive of f is (or should be..) F<-function(x){exp(-3-.2*pmin(x-7.5,0))/(-.2*I(x<7.5))} plot(x,(F(x)-F(0)), type="l") The problem is that for x>7.5 the denominator (-.2*I(x<7.5)) is zero and then the primitive function F(.) goes to infinity. On the other hand integrate() provides finite (as it should be, I believe) output. For x<7.5 everything works. > F(10)-F(0) [1] -Inf .. > integrate(f,0,10) 0.9911831 with absolute error < 1.1e-14 > > F(5)-F(0) [1] 0.7052258 .. > integrate(f,0,5) 0.7052258 with absolute error < 7.8e-15 Hence I think there is an error in the expression of H(.), but I can not figure out where it is..Please can anyone help me? I would like to get an analytical expression for F. Many thanks, vito ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html