[R] integration error when I use "optim" and "integrate" simultaneously

From: kathie <kathryn.lord2000_at_gmail.com>
Date: Sat, 26 Apr 2008 16:04:32 -0700 (PDT)

Dear R users,

When I use two functions, 'optim' and 'integrate', simultaneously, I always get an error like this



numint = function(z) {

        dlnorm(z,mu[1],sqrt(exp(g[1]))) *
dnorm((z-mu[2])/sqrt(exp(g[2])))/sqrt(exp(g[2])) }

integrate(numint,lower=0,upper=Inf)$value

Error in integrate(numint, lower = 0, upper = Inf) : non-finite function value


Dr. Ripley said for this problem long time ago

"You are trying to use a derivative-based optimization method without supplying derivatives. This will use numerical approximations to the derivatives, and your objective function will not be suitable as it is internally using adaptive numerical quadrature and hence is probably not close enough to a differentiable function (it may well have steps)."

So, I am trying to avoid this 'integrate' in R, but I have no idea.

Any suggestion will be greatly appreciated.

Kathryn Lord

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