Re: [R] Questions regarding integrate function
A follow-up. Thanks to Matthias, the codes worked very well.
Le
On 11/18/06, Matthias Kohl [EMAIL PROTECTED] wrote:
Hello,
your integrand needs to be a function which accepts a numeric vector as
first argument and returns a vector of the same length (see ?integrate).
Your function does not fulfill this requirement. Hence, you have to
rewrite your function or use sapply, apply or friends; something like
newintegrand - function(x) sapply(x, integrand)
By the way you use a very old R version and I would recommend to update
to R 2.4.0.
hth
Matthias
Le Wang schrieb:
Hi there. Thanks for your time in advance.
I am using R 2.2.0 and OS: Windows XP.
My final goal is to calculate 1/2*integral of
(f1(x)^1/2-f2(x)^(1/2))^2dx (Latex codes:
$\frac{1}{2}\int^{{\infty}}_{\infty}
(\sqrt{f_1(x)}-\sqrt{f_2(x)})^2dx $.) where f1(x) and f2(x) are two
marginal densities.
My problem:
I have the following R codes using adapt package. Although adapt
function is mainly designed for more than 2 dimensions, the manual
says it will also call up integrate if the number of dimension
equals one. I feed in the data x1 and x2 and bandwidths h1 and h2.
These codes worked well when my final goal was to take double
integrals.
integrand - function(x) {
# x input is evaluation point for x1 and x2, a 2x1 vector
x1.eval - x[1]
x2.eval - x[2]
# n is the number of observations
n - length(x1)
# x1 and x2 are the vectors read from data.dat
# Compute the marginal densities
f.x1 - sum(dnorm((x1.eval-x1)/h1))/(n*h1)
f.x2 - sum(dnorm((x2.eval-x2)/h2))/(n*h2)
# Return the integrand #
return((sqrt(f.x1)-sqrt(f.x2))**2)
}
estimate-0.5*adapt(1, lo=lo.default, up=up.default,
minpts=minpts.default, maxpts=maxpts.default,
functn=integrand, eps=eps.default, x1, x2,h1,h2)$value
But when I used it for one-dimension, it failed. Some of my
colleagues suggested getting rid of x2.eval in the integrand
because it is only one integral. But after I changed it, it still
didn't work. R gave the error msg: evaluation of function gave a
result of wrong length
I am not a frequent R user..although I looked up the mailing list
for a while and there were few postings asking similar questions, I
can't still figure out why my codes won't work. Any help will be
appreciated.
Le
-
~~
Le Wang, Ph.D
Population Center
University of Minnesota
__
R-help@stat.math.ethz.ch 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.
--
Dr. rer. nat. Matthias Kohl
E-Mail: [EMAIL PROTECTED]
Home: www.stamats.de
--
~~
Le Wang, Ph.D
Population Center
University of Minnesota
__
R-help@stat.math.ethz.ch 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.
[R] Questions regarding integrate function
Hi there. Thanks for your time in advance.
I am using R 2.2.0 and OS: Windows XP.
My final goal is to calculate 1/2*integral of
(f1(x)^1/2-f2(x)^(1/2))^2dx (Latex codes:
$\frac{1}{2}\int^{{\infty}}_{\infty}
(\sqrt{f_1(x)}-\sqrt{f_2(x)})^2dx $.) where f1(x) and f2(x) are two
marginal densities.
My problem:
I have the following R codes using adapt package. Although adapt
function is mainly designed for more than 2 dimensions, the manual
says it will also call up integrate if the number of dimension
equals one. I feed in the data x1 and x2 and bandwidths h1 and h2.
These codes worked well when my final goal was to take double
integrals.
integrand - function(x) {
# x input is evaluation point for x1 and x2, a 2x1 vector
x1.eval - x[1]
x2.eval - x[2]
# n is the number of observations
n - length(x1)
# x1 and x2 are the vectors read from data.dat
# Compute the marginal densities
f.x1 - sum(dnorm((x1.eval-x1)/h1))/(n*h1)
f.x2 - sum(dnorm((x2.eval-x2)/h2))/(n*h2)
# Return the integrand #
return((sqrt(f.x1)-sqrt(f.x2))**2)
}
estimate-0.5*adapt(1, lo=lo.default, up=up.default,
minpts=minpts.default, maxpts=maxpts.default,
functn=integrand, eps=eps.default, x1, x2,h1,h2)$value
But when I used it for one-dimension, it failed. Some of my
colleagues suggested getting rid of x2.eval in the integrand
because it is only one integral. But after I changed it, it still
didn't work. R gave the error msg: evaluation of function gave a
result of wrong length
I am not a frequent R user..although I looked up the mailing list
for a while and there were few postings asking similar questions, I
can't still figure out why my codes won't work. Any help will be
appreciated.
Le
-
~~
Le Wang, Ph.D
Population Center
University of Minnesota
__
R-help@stat.math.ethz.ch 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.
Re: [R] Questions regarding integrate function
Hello,
your integrand needs to be a function which accepts a numeric vector as
first argument and returns a vector of the same length (see ?integrate).
Your function does not fulfill this requirement. Hence, you have to
rewrite your function or use sapply, apply or friends; something like
newintegrand - function(x) sapply(x, integrand)
By the way you use a very old R version and I would recommend to update
to R 2.4.0.
hth
Matthias
Le Wang schrieb:
Hi there. Thanks for your time in advance.
I am using R 2.2.0 and OS: Windows XP.
My final goal is to calculate 1/2*integral of
(f1(x)^1/2-f2(x)^(1/2))^2dx (Latex codes:
$\frac{1}{2}\int^{{\infty}}_{\infty}
(\sqrt{f_1(x)}-\sqrt{f_2(x)})^2dx $.) where f1(x) and f2(x) are two
marginal densities.
My problem:
I have the following R codes using adapt package. Although adapt
function is mainly designed for more than 2 dimensions, the manual
says it will also call up integrate if the number of dimension
equals one. I feed in the data x1 and x2 and bandwidths h1 and h2.
These codes worked well when my final goal was to take double
integrals.
integrand - function(x) {
# x input is evaluation point for x1 and x2, a 2x1 vector
x1.eval - x[1]
x2.eval - x[2]
# n is the number of observations
n - length(x1)
# x1 and x2 are the vectors read from data.dat
# Compute the marginal densities
f.x1 - sum(dnorm((x1.eval-x1)/h1))/(n*h1)
f.x2 - sum(dnorm((x2.eval-x2)/h2))/(n*h2)
# Return the integrand #
return((sqrt(f.x1)-sqrt(f.x2))**2)
}
estimate-0.5*adapt(1, lo=lo.default, up=up.default,
minpts=minpts.default, maxpts=maxpts.default,
functn=integrand, eps=eps.default, x1, x2,h1,h2)$value
But when I used it for one-dimension, it failed. Some of my
colleagues suggested getting rid of x2.eval in the integrand
because it is only one integral. But after I changed it, it still
didn't work. R gave the error msg: evaluation of function gave a
result of wrong length
I am not a frequent R user..although I looked up the mailing list
for a while and there were few postings asking similar questions, I
can't still figure out why my codes won't work. Any help will be
appreciated.
Le
-
~~
Le Wang, Ph.D
Population Center
University of Minnesota
__
R-help@stat.math.ethz.ch 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.
--
Dr. rer. nat. Matthias Kohl
E-Mail: [EMAIL PROTECTED]
Home: www.stamats.de
__
R-help@stat.math.ethz.ch 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.
[R] questions regarding integrate function in R
Hi there. Thanks for your time in advance.
My final goal is to calculate 1/2*integral of
(f1(x)^1/2-f2(x)^(1/2))^2dx (Latex codes:
$\frac{1}{2}\int^{{\infty}}_{\infty}
(\sqrt{f_1(x)}-\sqrt{f_2(x)})^2dx $.) where f1(x) and f2(x) are two
marginal densities.
My problem:
I have the following R codes using adapt package. Although adapt
function is mainly designed for more than 2 dimensions, the manual
says it will also call up integrate if the number of dimension
equals one. I feed in the data x1 and x2 and bandwidths h1 and h2.
These codes worked well when my final goal was to take double
integrals.
integrand - function(x) {
# x input is evaluation point for x1 and x2, a 2x1 vector
x1.eval - x[1]
x2.eval - x[2]
# n is the number of observations
n - length(x1)
# x1 and x2 are the vectors read from data.dat
# Compute the marginal densities
f.x1 - sum(dnorm((x1.eval-x1)/h1))/(n*h1)
f.x2 - sum(dnorm((x2.eval-x2)/h2))/(n*h2)
# Return the integrand #
return((sqrt(f.x1)-sqrt(f.x2))**2)
}
estimate-0.5*adapt(1, lo=lo.default, up=up.default,
minpts=minpts.default, maxpts=maxpts.default,
functn=integrand, eps=eps.default, x1, x2,h1,h2)$value
But when I used it for one-dimension, it failed. Some of my
colleagues suggested getting rid of x2.eval in the integrand
because it is only one integral. But after I changed it, it still
didn't work. R gave the error msg: evaluation of function gave a
result of wrong length
I am not a frequent R user..although I looked up the mailing list
for a while and there were few postings asking similar questions, I
can't still figure out why my codes won't work. Any help will be
appreciated.
__
R-help@stat.math.ethz.ch 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.
