As the documentation for integrate() says, the function must be vectorized
f: an R function taking a numeric first argument and returning a
numeric vector of the same length.
so you can't use sum(). You need matrix operations or an explicit loop to
add up the terms.
-th
Thanks Jim. But a narrower problem still remains.
Please, look at this new code:
lambda=c(.6,.3)
integral = function(u) {
theta = (atan(.6*u) + atan(.3*u))/2 - .1*u/2
rho = (1+.6^2*u^2)^(1/4) * (1+.3^2*u^2)^(1/4)
integrand = sin(theta)/(u*rho)
}
> integrate(integral,0,Inf)$value
[1] 1.22268
The do give the same answer, unfortunately the examples you sent were not
the same. Integral2 was missing a 'sin'. So I would assume there might be
something else wrong with your functions. You might want to try breaking it
down into smaller steps so you can see what you are doing. It definite
Hi all.
I'm trying to numerically invert the characteristic function
of a quadratic form following Imhof's (1961, Biometrika 48)
procedure.
The parameters are:
lambda=c(.6,.3,.1)
h=c(2,2,2)
sigma=c(0,0,0)
q=3
I've implemented Imhof's procedure two ways that, for me,
should give the same answer:
