[R] Integrate and mapply
Hi,
I need some help on integrating a function that is a vector.
I have a function - vector which each element is different. And,
naturally, function integrate() does not work
I checked the article of U. Ligges and J. Fox (2008) about code
optimization How Can I Avoid This Loop or Make It Faster? on
http://promberger.info/files/rnews-vectorvsloops2008.pdf.
Their advice did not help me, because they advised a solution, when
function was the same, but limits of the integral were vectors. I
have got everything other way around. I could not get any result.
I would be very grateful for an advice on this matter.
The code is below. The function needed to be integrated (undint with
respect to u from 0 to Inf).
Sincerely,
V.
Code
rm=list(ls())
#index matrix
t1-c(1:15)
t2-c(1:5)%x%matrix(1,3,1)
t3-matrix(1,3,1)%x%c(1:5)
t4-c(1:3)%x%matrix(1,5,1)
comb-cbind(t1,t2,t3,t4)
nu-rchisq(15,4)
gam-matrix(rchisq(75,df=5),15,5)
undint-function(u){
prob-function(i) {
i1-comb[i,1]
i2-comb[i,2]
i3-comb[i,3]
i4-comb[i,4]
val1-gam[((i3-1)*2+1):(i3*2),i4]
vc1-matrix(12,length(val1),1)-matrix(u,length(val1),1)-val1
distr1-prod(pchisq(vc1,df=2))
p10-distr1*1/(exp(-nu[i1])*(1+gam[i2,i4]))*(1-plogis((u+log(gam[i3,i4])-log(1+gam[i2,i4])),0,1))
p10
}
val-c(1:15)
q-sapply(val,prob)
}
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Re: [R] Integrate and mapply
So undint(u) is a 15 dimensional vector. What do the different
dimensions mean? How would you define the integral of a 15 dimensional
vector? It would help if you could provide some background on what your
code is supposed to do.
Uwe Ligges
On 07.11.2010 17:01, Vaiva P wrote:
Hi,
I need some help on integrating a function that is a vector.
I have a function - vector which each element is different. And,
naturally, function integrate() does not work
I checked the article of U. Ligges and J. Fox (2008) about code
optimization How Can I Avoid This Loop or Make It Faster? on
http://promberger.info/files/rnews-vectorvsloops2008.pdf.
Their advice did not help me, because they advised a solution, when
function was the same, but limits of the integral were vectors. I
have got everything other way around. I could not get any result.
I would be very grateful for an advice on this matter.
The code is below. The function needed to be integrated (undint with
respect to u from 0 to Inf).
Sincerely,
V.
Code
rm=list(ls())
#index matrix
t1-c(1:15)
t2-c(1:5)%x%matrix(1,3,1)
t3-matrix(1,3,1)%x%c(1:5)
t4-c(1:3)%x%matrix(1,5,1)
comb-cbind(t1,t2,t3,t4)
nu-rchisq(15,4)
gam-matrix(rchisq(75,df=5),15,5)
undint-function(u){
prob-function(i) {
i1-comb[i,1]
i2-comb[i,2]
i3-comb[i,3]
i4-comb[i,4]
val1-gam[((i3-1)*2+1):(i3*2),i4]
vc1-matrix(12,length(val1),1)-matrix(u,length(val1),1)-val1
distr1-prod(pchisq(vc1,df=2))
p10-distr1*1/(exp(-nu[i1])*(1+gam[i2,i4]))*(1-plogis((u+log(gam[i3,i4])-log(1+gam[i2,i4])),0,1))
p10
}
val-c(1:15)
q-sapply(val,prob)
}
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and provide commented, minimal, self-contained, reproducible code.
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Re: [R] Integrate and mapply
Hi,
Have you tried just your function (undint) on its own (i.e., without
trying to feed it to integrate)? If you did, you would notice that it
does not return anything (hence, I could not get any result). See
inline comments for some additional thoughts.
On Sun, Nov 7, 2010 at 8:01 AM, Vaiva P asva...@gmail.com wrote:
Hi,
I need some help on integrating a function that is a vector.
I have a function - vector which each element is different. And,
naturally, function integrate() does not work
I checked the article of U. Ligges and J. Fox (2008) about code
optimization How Can I Avoid This Loop or Make It Faster? on
http://promberger.info/files/rnews-vectorvsloops2008.pdf.
Their advice did not help me, because they advised a solution, when
function was the same, but limits of the integral were vectors. I
have got everything other way around. I could not get any result.
I would be very grateful for an advice on this matter.
The code is below. The function needed to be integrated (undint with
respect to u from 0 to Inf).
Sincerely,
V.
Code
rm=list(ls())
?
#index matrix
t1-c(1:15)
t2-c(1:5)%x%matrix(1,3,1)
t3-matrix(1,3,1)%x%c(1:5)
t4-c(1:3)%x%matrix(1,5,1)
comb-cbind(t1,t2,t3,t4)
nu-rchisq(15,4)
gam-matrix(rchisq(75,df=5),15,5)
undint-function(u){
prob-function(i) {
i1-comb[i,1]
i2-comb[i,2]
i3-comb[i,3]
i4-comb[i,4]
val1-gam[((i3-1)*2+1):(i3*2),i4]
vc1-matrix(12,length(val1),1)-matrix(u,length(val1),1)-val1
this can be simplified to: vc1 - (12 - u) - val1
distr1-prod(pchisq(vc1,df=2))
p10-distr1*1/(exp(-nu[i1])*(1+gam[i2,i4]))*(1-plogis((u+log(gam[i3,i4])-log(1+gam[i2,i4])),0,1))
p10
}
val-c(1:15)
rather than assigning 1:15, just do (also consider a different name
than q because it is also the function to quit R):
q - sapply(1:15, prob)
q-sapply(val,prob)
adding: return(q)
will at least let your function give you some output, but how do you
integrate from 0 to Inf when your function returns 15 numbers for
every 1 that goes in? sum(q)?
Best regards,
Josh
}
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R-help@r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Joshua Wiley
Ph.D. Student, Health Psychology
University of California, Los Angeles
http://www.joshuawiley.com/
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] Integrate and mapply
Hi,
I still do not really understand, but I have a couple ideas:
On Sun, Nov 7, 2010 at 11:09 AM, Vaiva P asva...@gmail.com wrote:
Thank you guys for a quick reaction. I decided it to write a common
letter to you both at once.
I tried to calculate the value of a a function without integration. I
gave the value for u and I got nice 15 dimensions vector. That is the
thing, I need to get with an integral. However, as soon as put
integral in, I get various error messages.
One thing that I tried, I tried to put function undint-function(u)
inside function prob-function(i), i.e.
prob-function(i) {
i1-comb[i,1]
undint-function(u)
Then the last line of function prob(i) would be
integrate(unind, 0, Inf)$value }
Afterwards I tried to apply sapply() function just with the vector of
i values for function prob(i), but it did not work.
Error message:
There were 15 warnings (use warnings() to see them)
Warning messages:
1: In matrix(u, length(val1), 1) :
data length [15] is not a sub-multiple or multiple of the number of rows [2]
This sounds like you tried to integrate using prob(), but that is not
a vectorized function. Consider:
myfun - function(x) {print(x); return(x+2)}
integrate(f = myfun, lower = 0, upper = 4)
integrate() passes a vector of values at once to myfun() (which you
can see because myfun prints them to the screen). In your case, it
looks like 15 values were passed to the u argument of your function.
So, if you want to get your prob() function working with integrate,
you first need to be able to have it work when u is a vector. For
example:
u - 1
prob(i = 1) # works
u - seq(0, 4, .4)
prob(i = 1) # fails right now
It should not be terribly difficult to do. A couple notes that might
help get you started: Vectorize() will not help, because you need
prob() to be able to handle a vector u, not i (its only argument).
Making i a vector will not solve your problem for the same reason.
HTH,
Josh
As soon as I delete integrate() and give a numerical value for u, I
get nice numerical vector, but I cannot get it if there is an
integral.
This integral is the part of Discrete choice model estimation code.
In fact I need to define my system of equations that I use with
nlseqslv() later. I defined 'nu' as some number in the example, not to
put all clumsy code. In fact it is the unknown that needs to be solved
for (conceptually similar to 'delta' in BLP model)
I tried to make the problem description as simple as possible in my
letter, because it shows the problem, that I detected after trying all
parts of the code.
If some more details are needed I am ready to give them.
Thanks,
Vaiva
2010/11/7 Uwe Ligges lig...@statistik.tu-dortmund.de:
So undint(u) is a 15 dimensional vector. What do the different dimensions
mean? How would you define the integral of a 15 dimensional vector? It would
help if you could provide some background on what your code is supposed to
do.
Uwe Ligges
On 07.11.2010 17:01, Vaiva P wrote:
Hi,
I need some help on integrating a function that is a vector.
I have a function - vector which each element is different. And,
naturally, function integrate() does not work
I checked the article of U. Ligges and J. Fox (2008) about code
optimization How Can I Avoid This Loop or Make It Faster? on
http://promberger.info/files/rnews-vectorvsloops2008.pdf.
Their advice did not help me, because they advised a solution, when
function was the same, but limits of the integral were vectors. I
have got everything other way around. I could not get any result.
I would be very grateful for an advice on this matter.
The code is below. The function needed to be integrated (undint with
respect to u from 0 to Inf).
Sincerely,
V.
Code
rm=list(ls())
#index matrix
t1-c(1:15)
t2-c(1:5)%x%matrix(1,3,1)
t3-matrix(1,3,1)%x%c(1:5)
t4-c(1:3)%x%matrix(1,5,1)
comb-cbind(t1,t2,t3,t4)
nu-rchisq(15,4)
gam-matrix(rchisq(75,df=5),15,5)
undint-function(u){
prob-function(i) {
i1-comb[i,1]
i2-comb[i,2]
i3-comb[i,3]
i4-comb[i,4]
val1-gam[((i3-1)*2+1):(i3*2),i4]
vc1-matrix(12,length(val1),1)-matrix(u,length(val1),1)-val1
distr1-prod(pchisq(vc1,df=2))
p10-distr1*1/(exp(-nu[i1])*(1+gam[i2,i4]))*(1-plogis((u+log(gam[i3,i4])-log(1+gam[i2,i4])),0,1))
p10
}
val-c(1:15)
q-sapply(val,prob)
}
__
R-help@r-project.org 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.
--
Joshua Wiley
Ph.D. Student, Health Psychology
University of California, Los Angeles
http://www.joshuawiley.com/
__
R-help@r-project.org 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,
