Hi Petr, Thanks for confirming that the integral is bounded. I was thinking about the same thing.
However, this requires that 'sigma' is positive. The actual problem occurred in my optimization routine, where i have set the parameter sigma=exp(para), where para is the logit of a uniform random variable. To avoid sigma being too small, i also used if ( round(sigma,3)==0 ) { sigma=0.5 } However, I still have the following error: during optimization using 'optim' Error in integrate(function(x) dnorm(x, mu, sigma)/(1 + exp(-x)), -Inf, : the integral is probably divergent I think, it's still caused by 'small' sigma, but is there a way to fix it? Or should I use another way to randomly generate sigma>0? Thanks. casper ----- ################################################### PhD candidate in Statistics School of Mathematics, Statistics and Actuarial Science, University of Kent ################################################### -- View this message in context: http://r.789695.n4.nabble.com/Quicker-way-to-apply-values-to-a-function-tp4497293p4500014.html Sent from the R help mailing list archive at Nabble.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, self-contained, reproducible code.