From: Gregory Gentlemen <gregory_gentlemen_at_yahoo.ca>

Date: Fri 29 Jul 2005 - 05:58:18 EST

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Jul 29 06:01:17 2005

Date: Fri 29 Jul 2005 - 05:58:18 EST

Hi guys

im having a problem getting R to numerically integrate for some function,
say f(bhat)*optimize(G(bhat)), over bhat. Where id like to integrate this over some finite range, so that here as we integrate over bhat optimize would return a different optimum.

For instance consider this simple example for which I cannot get R to return the desired result:

f <- function(bhat) exp(bhat)

g <- function(bhat) optimize(f,c(0,15),maximum=TRUE)$maximum*bhat
integrate(g,lower=0,upper=5)

which returns:

187.499393759 with absolute error < 2.1e-12

However this is an approximation of : 15*(5^2/2 - 0)=187.5, not what I intended on getting. Its not identifying that f is a function of bhat ... any advice or ways I can get integrate to not treat this as a constant?

Any help is appreciated.

Gregoy Gentlemen

[[alternative HTML version deleted]]

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Jul 29 06:01:17 2005

*
This archive was generated by hypermail 2.1.8
: Fri 03 Mar 2006 - 03:34:07 EST
*