Re: [R] Problem with Integrate

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From: Anon. (bob.ohara@helsinki.fi)
Date: Thu 04 Mar 2004 - 03:26:46 EST


Message-id: <40460746.90602@helsinki.fi>

Peter Dalgaard wrote:
> "Anon." <bob.ohara@helsinki.fi> writes:
>
>
>>>>I assume that this is because for much of the range, the integral is
>>>>basically zero.
>>>
>>>The help page for integrate() says
>>> When integrating over infinite intervals do so explicitly,
>>>rather
>>> than just using a large number as the endpoint. This increases
>>> the chance of a correct answer - any function whose integral over
>>> an infinite interval is finite must be near zero for most of that
>>> interval.
>>>That is, if you want an integral from 0 to Inf, do that.
>>>
>>
>>Sorry, I forgot to put that in my message. It gives the same error as
>>a large value. I assume it's all a result of the NaN's being returned.
>
>
> It does seem to help a bit if you modify the integrand to
>
>
>>PLN1
>
> function(lam, Count, mu, sigma2) {
> t1 <- dpois(Count, exp(lam), log=F)
> t2 <- dnorm(lam, mu, sqrt(sigma2))
> ifelse(t1==0|t2==0,0,t1*t2)
> }
>
>
<snip>

Mange tak!

And thank you to everyone else for their help too. The generic solution
will help me with the next stage of my work. I can see that it might
break down, but only under rather bizarre circumstances.

Bob

-- 
Bob O'Hara

Dept. of Mathematics and Statistics P.O. Box 4 (Yliopistonkatu 5) FIN-00014 University of Helsinki Finland Telephone: +358-9-191 23743 Mobile: +358 50 599 0540 Fax: +358-9-191 22 779 WWW: http://www.RNI.Helsinki.FI/~boh/ Journal of Negative Results - EEB: http://www.jnr-eeb.org

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