Integrate needs a vectorized function. For your example, > integrate(function(x) sapply(x,g),lower=0,upper=5) 187.4994 with absolute error < 2.1e-12
Reid Huntsinger -----Original Message----- From: Gregory Gentlemen [mailto:[EMAIL PROTECTED] Sent: Thursday, July 28, 2005 4:37 PM To: Huntsinger, Reid; [email protected] Subject: RE: [R] using integrate with optimize nested in the integration Thanks for the prompt reply. Your right, that was a weak example. Consider this one though: f <- function(n,x) (x-2.5)^2*n g <- function(y) optimize(f,c(0,15), maximum=TRUE,x=y)$maximum*y then if you try: integrate(g,lower=0,upper=5) it produces: Error in optimize(f, c(0, 15), maximum = TRUE, x = y) : invalid function value in 'optimize' Any ideas? My problem is a similar more complex function in which optimizaiton depends on the value of the integrator. "Huntsinger, Reid" <[EMAIL PROTECTED]> wrote: In your example, f is a function, but optimize(f,c(0,15),maximum=TRUE)$maximum is just a number (the point at which f reaches its maximum value). I'm not sure what you want, but if you had say f <- function(x,y) x^3 + yx + 1 and defined g <- function(y) optimize(f,c(0,5),maximum=TRUE,y)$maximum then g(t) is the x-value at which the function f(x,t) (over x in (0,5)) reaches its maximum for this fixed t. That could then be integrated. Reid Huntsinger -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Gregory Gentlemen Sent: Thursday, July 28, 2005 3:58 PM To: [email protected] Subject: [R] using integrate with optimize nested in the integration Hi guys im having a problem getting R to numerically integrate for some function, say f(bhat)*optimize(G(bhat)), over bhat. Where id like to integrate this over some finite range, so that here as we integrate over bhat optimize would return a different optimum. For instance consider this simple example for which I cannot get R to return the desired result: f <- function(bhat) exp(bhat) g <- function(bhat) optimize(f,c(0,15),maximum=TRUE)$maximum*bhat integrate(g,lower=0,upper=5) which returns: 187.499393759 with absolute error < 2.1e-12 However this is an approximation of : 15*(5^2/2 - 0)=187.5, not what I intended on getting. Its not identifying that f is a function of bhat ... any advice or ways I can get integrate to not treat this as a constant? Any help is appreciated. Gregoy Gentlemen __________________________________________________ [[alternative HTML version deleted]] ______________________________________________ [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 ---------------------------------------------------------------------------- -- Notice: This e-mail message, together with any attachments, ...{{dropped}} ______________________________________________ [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
