[R] Discontinuities in a simple graph (machine precision?)

About this list Date view Thread view Subject view Author view Attachment view

From: Simon Cullen (cullens@tcd.ie)
Date: Wed 05 May 2004 - 19:20:07 EST


Message-id: <opr7ir7te31pelvz@smtp.tcd.ie>

Hi,

I've got an ugly but fairly simple function:

mdevstdev <- function(a){
        l <- dnorm(a)/(1-pnorm(a))
        integrand <- function(z)(abs(z-l)*dnorm(z))
        inted <- integrate(integrand, a, Inf)
        inted[[1]]/((1- pnorm(a))*sqrt((1 + a*l - l^2)))
}

I wanted to quickly produce a graph of this over the range [-3,3] so I
used:

plotit <-function(x=seq(-3,3,0.01),...){
        y<-sapply(x,mdevstdev)
        plot(x,y,...)
}

> plotit()

This produces the graph, but some discontinuities appear on it. I've
produced the same graph in Mathematica 5
(http://econserv2.bess.tcd.ie/cullens/R/DOverDelta.eps), and it was smooth
over this range (it takes ages to run, though). Is this a numerical
precision problem? Any suggestions on how to improve the precision?

I'm running R 1.9 on WinXP, PIII. I haven't changed any R parameters that
I know of.

-- 
SC

Simon Cullen Room 3030 Dept. Of Economics Trinity College Dublin

Ph. (608)3477 Email cullens@tcd.ie

______________________________________________ R-help@stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html


About this list Date view Thread view Subject view Author view Attachment view

This archive was generated by hypermail 2.1.3 : Mon 31 May 2004 - 23:05:07 EST