integrate / Vectorize question

Dear R-users,

I want to use the function Fnum below
in another integrate procedure.

How do I write Fnum so that it returns a vector of values?
And will the last integrate return the right answer?

(I tried Vectorize() in several places,
but got all sorts of errors.)

Thanks for helping out.

Gerrit.


This my code
=========================
beta=c(3,0.3)*1E-2
mu<-5

f<-function(x,beta){beta[1]+beta[2]*x}

Fnum<-function(x,beta){
   integrate(f,lower=-x,upper=0,beta=beta)$value
   }

Fsym<-function(x,beta){x*(beta[1]-beta[2]/2*x)}

y<-1:4
Fsym(y,beta)
Fnum(y,beta)

g<-function(y,mu){exp(-y/mu)/mu}

integrate((function(y,beta,mu){Fsym(y,beta)*g(y,mu)}),lower=0,upper=2*mu,
  beta=beta,mu=mu)

#This fails
integrate((function(y,beta,mu){Fnum(y,beta)*g(y,mu)}),lower=0,upper=2*mu,
  beta=beta,mu=mu)

t<-seq(0,2*mu, by=0.2)
0.2*sum(tapply(t,t,function(y,beta,mu){Fnum(y,beta)*g(y,mu)},
   beta=beta,mu=mu))

Hello,

Try


Fnum <- function(x, beta){
    sapply(x, function(x) integrate(f,lower=-x,upper=0,beta=beta)$value)
}


And all results were the same.

Hope this helps,

Rui Barradas
Em 03-10-2012 21:59, Gerrit Draisma escreveu:

Dear R-users,

I want to use the function Fnum below
in another integrate procedure.

How do I write Fnum so that it returns a vector of values?
And will the last integrate return the right answer?

(I tried Vectorize() in several places,
but got all sorts of errors.)

Thanks for helping out.

Gerrit.


This my code
=========================
beta=c(3,0.3)*1E-2
mu<-5

f<-function(x,beta){beta[1]+beta[2]*x}

Fnum<-function(x,beta){
   integrate(f,lower=-x,upper=0,beta=beta)$value
   }

Fsym<-function(x,beta){x*(beta[1]-beta[2]/2*x)}

y<-1:4
Fsym(y,beta)
Fnum(y,beta)

g<-function(y,mu){exp(-y/mu)/mu}

integrate((function(y,beta,mu){Fsym(y,beta)*g(y,mu)}),lower=0,upper=2*mu,
  beta=beta,mu=mu)

#This fails
integrate((function(y,beta,mu){Fnum(y,beta)*g(y,mu)}),lower=0,upper=2*mu,
  beta=beta,mu=mu)

t<-seq(0,2*mu, by=0.2)
0.2*sum(tapply(t,t,function(y,beta,mu){Fnum(y,beta)*g(y,mu)},
   beta=beta,mu=mu))