[Rd] 0.5 != integrate(dnorm,0,20000) = 0
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue Dec 7 08:41:16 CET 2010
On Mon, 6 Dec 2010, Spencer Graves wrote:
> Hello:
>
>
> The example "integrate(dnorm,0,20000)" says it "fails on many systems".
> I just got 0 from it, when I should have gotten either an error or something
> close to 0.5. I got this with R 2.12.0 under both Windows Vista_x64 and
> Linux (Fedora 13); see the results from Windows below. I thought you might
> want to know.
Well, isn't that exactly what the help page says happens? That
example is part of a section entitled
## integrate can fail if misused
and is part of the illustration of
If the function is
approximately constant (in particular, zero) over nearly all its
range it is possible that the result and error estimate may be
seriously wrong.
>
>
> Thanks for all your work in creating and maintaining R.
>
>
> Best Wishes,
> Spencer Graves
> ###############################
>
> integrate(dnorm,0,20000) ## fails on many systems
> 0 with absolute error < 0
>> sessionInfo()
> R version 2.12.0 (2010-10-15)
> Platform: i386-pc-mingw32/i386 (32-bit)
>
> locale:
> [1] LC_COLLATE=English_United States.1252
> [2] LC_CTYPE=English_United States.1252
> [3] LC_MONETARY=English_United States.1252
> [4] LC_NUMERIC=C
> [5] LC_TIME=English_United States.1252
>
> attached base packages:
> [1] stats graphics grDevices utils datasets methods base
>
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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