how to include integrate in a function that can be solved with uniroot?

You need to explicitly pass th to your function with the ... argument
of integrate.

E<- function(th){
     integrate(function(x,th) x*g(x, th), 0, Inf, th)$value
}

Also, it's value, not Value, which might be producing errors of another sort.

Michael

On Mon, Nov 14, 2011 at 9:16 AM, Gerrit Draisma<gdraisma at xs4all.nl>  wrote:

Thanks Michael,

I see now how to include integrate function in the EV function.
And apologies:
I now realize that my code was sloppy.
I intended to write

E<- function(th) {
+      integrate( f = function(x,th){x*g(x,th)},
+      0,Inf)$Value}
E(1/10)

But that does not work either,

Gerrit.

Op 11/14/2011 2:50 PM, R. Michael Weylandt schreef:

Try this:

EV<- function(lamb){
      fnc<- function(x) x * dexp(x, lamb)
      integrate(fnc, 0, Inf)$value
}

Your problem is that there's nothing to translate th to lambda in your
code for E.

Michael

On Mon, Nov 14, 2011 at 5:32 AM, Gerrit Draisma<gdraisma at xs4all.nl>
  wrote:

Hallo,
I am trying to define expectation as an integral
and use uniroot to find the distribution parameter
for a given expectation.

However I fail to understand how to define properly
the functions involved and pass the parameters correctly.

Can anyone help me out?

Thanks,
Gerrit Draisma.


This what I tried:
=======

# exponential density
g<- function(x,lambda){ lambda *exp(-lambda*x) }

# expectation with lambda=1/10
integrate(f = function(x,lambda=1/10) {x*g(x,lambda)}, 0,Inf)

10 with absolute error<    6.7e-05

# *how to write this as a function?*
E<- function(lambda) {

+      integrate( f = function(x,th){x*g(x,lambda)},
+      0,Inf)$Value}

E(1/10)

NULL

# *how to include this function in uniroot to find lambda*
# *for a given expectation?*
mu<- 10
uniroot(f<-function(th){E(th)-mu},lower=1,upper=100)

Error in if (is.na(f.lower)) stop("f.lower = f(lower) is NA") :
  argument is of length zero

========