[R] Problem with Integral of Indicator Function

[Thomas Lumley]

On Fri, 6 Jan 2006, Cal Stats wrote:

> Hi..
>
>     i was trying to integrate the indicator funtion but had problems 
> when limits where negative or equal to the indicator condition
>
>  my function is
>  ________________________
>  fun1<-function(x){
>      as.numeric(x>=2)
>  }
>  _________________________
>
>  which should be   Ind(x>=2)*x

No. It should be Ind(x>=2), and it is.  You appear to want

   function(x) (x>=2)*x

 	-thomas

>  seems to work for the following two cases
>  ------------------------------------------------------------
>  > integrate(fun1,3,5)
>  2 with absolute error < 2.2e-14
>
>  > integrate(fun1,5,100)
>  95 with absolute error < 1.1e-12
>  ----------------------------------------------------------
>   Does not work for the following
>
>  > integrate(fun1,0,2)
>  0 with absolute error < 0     ( i was expecting  = 2)
>
>  > integrate(fun1,-1,5)
>  3 with absolute error < 3.3e-14   (i was expecting =5)
>
>  > integrate(fun1,-2,5)
>  3 with absolute error < 5.3e-15    (i was expecting =5)
>
>  Any suggestions?
>
>  Thanks.
>
>  Harsh,
>
>
>
>
>
> ---------------------------------
>
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Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle