[R] Problem with Integrate

[Anon.]

Peter Dalgaard wrote:
> "Anon." <bob.ohara at helsinki.fi> writes:
> 
> 
>>>>I assume that this is because for much of the range, the integral is
>>>>basically zero.
>>>
>>>The help page for integrate() says
>>>     When integrating over infinite intervals do so explicitly,
>>>rather
>>>     than just using a large number as the endpoint.  This increases
>>>     the chance of a correct answer - any function whose integral over
>>>     an infinite interval is finite must be near zero for most of that
>>>     interval.
>>>That is, if you want an integral from 0 to Inf, do that.
>>>
>>
>>Sorry, I forgot to put that in my message.  It gives the same error as
>>a large value.  I assume it's all a result of the NaN's being returned.
> 
> 
> It does seem to help a bit if you modify the integrand to
> 
> 
>>PLN1
> 
> function(lam, Count, mu, sigma2) {
>    t1 <- dpois(Count, exp(lam), log=F)
>    t2 <- dnorm(lam, mu, sqrt(sigma2))
>    ifelse(t1==0|t2==0,0,t1*t2)
> }
> 
> 
<snip>

Mange tak!

And thank you to everyone else for their help too.  The generic solution 
will help me with the next stage of my work.  I can see that it might 
break down, but only under rather bizarre circumstances.

Bob

-- 
Bob O'Hara

Dept. of Mathematics and Statistics
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Finland
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