**From:** Uwe Ligges (*ligges@statistik.uni-dortmund.de*)

**Date:** Wed 05 May 2004 - 19:59:21 EST

**Next message:**Margarida Júlia Rodrigues Igreja: "[R] reading data"**Previous message:**Peter Dalgaard: "Re: [R] Discontinuities in a simple graph (machine precision?)"**In reply to:**Simon Cullen: "[R] Discontinuities in a simple graph (machine precision?)"**Next in thread:**Simon Cullen: "Re: [R] Discontinuities in a simple graph (machine precision?)"

Message-id: <4098BAF9.90506@statistik.uni-dortmund.de>

Simon Cullen wrote:

*> Hi,
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*>
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*> I've got an ugly but fairly simple function:
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*>
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*> mdevstdev <- function(a){
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*> l <- dnorm(a)/(1-pnorm(a))
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*> integrand <- function(z)(abs(z-l)*dnorm(z))
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*> inted <- integrate(integrand, a, Inf)
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It's a matter of numerical accuracy, you might want to use, e.g.:

inted <- integrate(integrand, a, Inf,

rel.tol = .Machine$double.eps^0.5)

Uwe Ligges

*> inted[[1]]/((1- pnorm(a))*sqrt((1 + a*l - l^2)))
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*> }
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*>
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*> I wanted to quickly produce a graph of this over the range [-3,3] so I
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*> used:
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*>
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*> plotit <-function(x=seq(-3,3,0.01),...){
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*> y<-sapply(x,mdevstdev)
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*> plot(x,y,...)
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*> }
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*>
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*>> plotit()
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*>
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*>
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*> This produces the graph, but some discontinuities appear on it. I've
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*> produced the same graph in Mathematica 5
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*> (http://econserv2.bess.tcd.ie/cullens/R/DOverDelta.eps), and it was
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*> smooth over this range (it takes ages to run, though). Is this a
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*> numerical precision problem? Any suggestions on how to improve the
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*> precision?
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*>
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*> I'm running R 1.9 on WinXP, PIII. I haven't changed any R parameters
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*> that I know of.
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*>
*

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**Next message:**Margarida Júlia Rodrigues Igreja: "[R] reading data"**Previous message:**Peter Dalgaard: "Re: [R] Discontinuities in a simple graph (machine precision?)"**In reply to:**Simon Cullen: "[R] Discontinuities in a simple graph (machine precision?)"**Next in thread:**Simon Cullen: "Re: [R] Discontinuities in a simple graph (machine precision?)"

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