[R] numerical integration problem

[Duncan Murdoch]

On 6/29/2006 7:38 AM, Sundar Dorai-Raj wrote:
> 
> przeszczepan wrote:
>> Hi,
>> 
>> I have got problems integrating the following function using "integrate": 
>> 
>> lambdat<-function(t){
>> tempT<-T[k,][!is.na(T[k,])]#available values from k-th row of matrix T
>> tempJ<-J[k,][!is.na(J[k,])]
>> 
>> hg<-length(tempT[tempT<=t & tempJ==0])#counts observations satisfing the conditions
>> ag<-length(tempT[tempT<=t & tempJ==1])
>> 
>> lambdaXY[hg+1,ag+1]#takes  values from a 10x10 matrix
>> }
>> 
>> I keep receiving this message:
>> 
>> 1: longer object length
>>         is not a multiple of shorter object length in: tempT <= t 
>> 2: longer object length
>>         is not a multiple of shorter object length in: tempT <= t & tempJ == 0 
>> 
>> What I suspect is that the "integrate" function submits the whole vector of points at which the integral is to be evaluated at once. For my function to be integrated it would rather have to be evaluated at each point after another in a loop of some kind.
>> 
> 
> You suspect correctly. Best to read ?integrate too.
> 
>> Can you think of a way to solve this problem without me having to write the integrating procedure from scratch (I have no idea about FORTRAN and this is what the "integrate" description refers to)?
>> 
> 
> Just put a "for"-loop in your function to iterate over t.

Or use Vectorize().

vlambdat <- Vectorize(lambdat)

should give a function that can be passed to integrate(), assuming that 
lambdat works when given a length 1 vector as input.

Duncan Murdoch


> 
>    n <- length(t)
>    hg <- ag <- vector("numeric", n)
>    for(i in seq(n)) {
>      hg[i] <- length(tempT[tempT <= t[i] & tempJ == 0])
>      ag[i] <- length(tempT[tempT <= t[i] & tempJ == 1])
>    }
> 
> I doubt this will work because integrate is expecting a vector of 
> n=length(t) from lambdat. The last line of the function returns a nxn 
> matrix. Please submit data to run the function plus your call to 
> integrate in any subsequent postings.
> 
> HTH,
> 
> --sundar
> 
>> Thank you.
>> 
>> Kind Regards,
>> Lukasz Szczepanski
>> Student
>> 
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