[R] Integration problem: error in invoking an outside function

From: Frankvb <frankieboytje_at_hotmail.com>
Date: Tue, 15 Jun 2010 06:05:41 -0700 (PDT)

Dear all,

Currently I am trying to integrate a function which depends on four variables, two of which are given, one is given in the integrate function, so there is one variable to integrate on.

The code is as follows:
Pmatrix =
function(th) {

	P      = matrix(nrow=6, ncol=6, data=0)
	P[1,1] = P[2,1]=P[3,2]=P[4,3]=P[5,4]=P[6,5]= exp(-th)
	P[,6]  = 1-exp(-th)
	return(P)}

lim.verd =
function(matrix) {

	et 	= matrix(nrow=1, ncol=dim(matrix)[2], data=1)
	E	= matrix(nrow=dim(matrix)[1], ncol=dim(matrix)[2], data=1)
	mat 	= diag(dim(matrix)[1]) - matrix + E
	inverse.mat = solve(mat)
	pi 	= et %*% inverse.mat
	return(pi)}

a.hat  	= 0.8888
lambda.hat 	= 0.1474

int =
function(theta, s, a, lambda) {
	a      = a.hat
	lambda = lambda.hat
	f.dist = gamma(a)^(-1) * a^a * theta^(a-1) * exp(-a*theta) # numeric
	pi     = lim.verd(PM((lambda*theta))) # a 1x6-matrix
	return(pi[1,s+1]*f.dist)}

integrate(int,lower=0.0001,upper=10,s=2) If I try int(0.1,2) a get a numerical result. However, once I use integrate, I get the following.
> integrate(int,lower=0.0001,upper=10,s=2)
Error in P[1, 1] = exp(-th) :
  number of items to replace is not a multiple of replacement length I've searched the internet, but I haven't been able to find a solution to this yet. Does anyone have a clue?

Thanks in advance!

Frank van Berkum

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Received on Tue 15 Jun 2010 - 13:16:19 GMT

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