Dear All, There is one problem I encountered when I used ADAPT to compute some 2-D integral w.r.t beta density.
For example, when I try to run the following comments: fun2<-function(theta){return(dbeta(theta[1],0.005,0.005)*dbeta(theta[2],0.005,0.005))} int.fun2<-adapt(ndim=2,lo = c(0,0), up = c(1,1),functn = fun2,eps = 1e-4) It seems it will take very long time to run. Acturally, I stopped the program after it was running for like 20 minutes. I thought this might be due to the inclusion of the lower and upper in to the integral computation, so I tried to change the lower and upper limits: fun2<-function(theta){return(dbeta(theta[1],0.005,0.005)*dbeta(theta[2],0.005,0.005))} int.fun2<-adapt(ndim=2,lo = c(0.0001,0.0001), up = c(0.9999,0.9999),functn = fun2,eps = 1e-4) It only took few seconds to run, but it gave me the wrong result: int.fun2= 0.00202210665273673, whereas the correct result should be int.fun2=1. I guess the reason for this is beta(0.005,0.005) has very high density close to the boundary (theta=0). So even letting "lo = c(0.0001,0.0001)" will cause some loss of probability mass in the integral computation. I was wondering if anybody has encountered the similar problem before. Any comments are appreciated. Thanks. Muhtar Osman Dept.of Stats NCSU ______________________________________________ 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.