[R] question on integrate function & request for consultant

[s viswanath]

Dear R helpers,

i am using the ecdf(emp. cumulative distribution function,and am getting the following error on daily returns of stock data (about 2000 data points). I am not sure what this means, I would expect the result of the code to be 1  (the integral from -infinity to +infinity  of the emp. cumulative distribution). Also when I try to integrate a smaller subset(from say 0 to 1, i get an incorrect result).

does anyone have any suggestions on a possible  error in my formula?


>integrate(ecdf(ret),-Inf,Inf)
Error in integrate(ecdf(ret), -Inf, Inf) : 
        the integral is probably divergent


Also I am looking to hire a statistical consultant for a few hours to help with a project that I am working on.

Please contact me via email at ru68y7s at myrealbox.com

Thank you ,

Sri Viswanath