integrate function (PR#9557)

I think the behaviour is somehow documented, see ?integrate, in any case
I take the opportunity to report some more on integrate:


Under Win XP (AMD 64 3700+ 2Gb RAM)

integrate(dnorm,0,2,sub=1e+09)

Error: cannot allocate vector of size 1889872 Kb
In addition: Warning messages:
1: Reached total allocation of 1536Mb: see help(memory.size)
2: Reached total allocation of 1536Mb: see help(memory.size)

integrate(dnorm,0,2,sub=1e+10)

Error in if (limit < 1 || (abs.tol <= 0 && rel.tol < max(50 *
.Machine$double.eps,  :
        missing value where TRUE/FALSE needed
In addition: Warning message:
NAs introduced by coercion

but .....

integrate(dnorm,0,2,sub=1e+08)

crashes the RGUI with an access violation error

R.version

_
platform       i386-pc-mingw32
arch           i386
os             mingw32
system         i386, mingw32
status
major          2
minor          4.1
year           2006
month          12
day            18
svn rev        40228
language       R
version.string R version 2.4.1 (2006-12-18)


*****************************************************************************************
Under LINUX SUSE 10.2 (Quad Opteron 8218 32Gb RAM)

integrate(dnorm,0,2,sub=1e+08)

0.4772499 with absolute error < 5.3e-15

integrate(dnorm,0,2,sub=1e+09)

*** caught segfault ***
address (nil), cause 'memory not mapped'

Traceback:
 1: .External("call_dqags", ff, rho = environment(), as.double(lower),
    as.double(upper), as.double(abs.tol), as.double(rel.tol),
limit = limit, PACKAGE = "base")
 2: integrate(dnorm, 0, 2, sub = 1e+09)

R.version

_
platform       x86_64-unknown-linux-gnu
arch           x86_64
os             linux-gnu
system         x86_64, linux-gnu
status
major          2
minor          4.1
year           2006
month          12
day            18
svn rev        40228
language       R
version.string R version 2.4.1 (2006-12-18)

______________________________________________________

Simone Giannerini
Dipartimento di Scienze Statistiche "Paolo Fortunati"
Universita' di Bologna
Via delle belle arti 41 - 40126  Bologna,  ITALY
Tel: +39 051 2098262  Fax: +39 051 232153
______________________________________________________

Full_Name: Bert De Boeck
Version: R 2.2.0
OS: Windows
Submission from: (NULL) (157.193.193.152)


I think there is a bug when using integrate for integrating a function which is
0 in a whole sub-interval. For example:

#define uniform function
f<-function(x){ifelse(x<1,0,ifelse(x<3,1,0))}

#this is the correct integral
integrate(f,-10,10)

#here there is a problem
integrate(f,-50,50)
integrate(f,-10,50)
integrate(f,-50,10)
integrate(f,-50,50,sub=10000)

# I noticed this for a more complex function, but as you see even for a trivial

# function there is a serious problem

______________________________________________
R-devel at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel

______________________________________________________

Simone Giannerini
Dipartimento di Scienze Statistiche "Paolo Fortunati"
Universita' di Bologna
Via delle belle arti 41 - 40126  Bologna,  ITALY
Tel: +39 051 2098262  Fax: +39 051 232153