Re: [R] using integrate with optimize nested in the integration

From: Gregory Gentlemen <>
Date: Fri 29 Jul 2005 - 06:36:50 EST

Thanks for the prompt reply.
Your right, that was a weak example.
Consider this one though:  

f <- function(n,x) (x-2.5)^2*n
g <- function(y) optimize(f,c(0,15), maximum=TRUE,x=y)$maximum*y  

then if you try:
it produces:
Error in optimize(f, c(0, 15), maximum = TRUE, x = y) :

        invalid function value in 'optimize'

Any ideas?
My problem is a similar more complex function in which optimizaiton depends on the value of the integrator.

"Huntsinger, Reid" <> wrote: In your example, f is a function, but
optimize(f,c(0,15),maximum=TRUE)$maximum is just a number (the point at which f reaches its maximum value). I'm not sure what you want, but if you had say

f <- function(x,y) x^3 + yx + 1

and defined

g <- function(y) optimize(f,c(0,5),maximum=TRUE,y)$maximum

then g(t) is the x-value at which the function f(x,t) (over x in (0,5)) reaches its maximum for this fixed t. That could then be integrated.

Reid Huntsinger

-----Original Message-----
[] On Behalf Of Gregory Gentlemen Sent: Thursday, July 28, 2005 3:58 PM
Subject: [R] using integrate with optimize nested in the integration

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]] mailing list PLEASE do read the posting guide!

        [[alternative HTML version deleted]] mailing list PLEASE do read the posting guide! Received on Fri Jul 29 06:39:46 2005

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