[R] Discontinuities in a simple graph (machine precision?)

[Simon Cullen]

Hi,

I've got an ugly but fairly simple function:

mdevstdev <- function(a){
	l <- dnorm(a)/(1-pnorm(a))
	integrand  <- function(z)(abs(z-l)*dnorm(z))
	inted <- integrate(integrand, a, Inf)
	inted[[1]]/((1- pnorm(a))*sqrt((1 + a*l - l^2)))
}

I wanted to quickly produce a graph of this over the range [-3,3] so I  
used:

plotit <-function(x=seq(-3,3,0.01),...){
	y<-sapply(x,mdevstdev)
	plot(x,y,...)
}

> plotit()

This produces the graph, but some discontinuities appear on it. I've  
produced the same graph in Mathematica 5  
(http://econserv2.bess.tcd.ie/cullens/R/DOverDelta.eps), and it was smooth  
over this range (it takes ages to run, though). Is this a numerical  
precision problem? Any suggestions on how to improve the precision?

I'm running R 1.9 on WinXP, PIII. I haven't changed any R parameters that  
I know of.

-- 
SC

Simon Cullen
Room 3030
Dept. Of Economics
Trinity College Dublin

Ph. (608)3477
Email cullens at tcd.ie