[R] Questions regarding "integrate" function

[Matthias Kohl]

Hello,

your integrand needs to be a function which accepts a numeric vector as 
first argument and returns a vector of the same length (see ?integrate). 
Your function does not fulfill this requirement. Hence, you have to 
rewrite your function or use sapply, apply or friends; something like

newintegrand <- function(x) sapply(x, integrand)

By the way you use a very old R version and I would recommend to update 
to R 2.4.0.

hth
Matthias

Le Wang schrieb:

>Hi there. Thanks for your time in advance.
>
>I am using R 2.2.0 and OS: Windows XP.
>
>My final goal is to calculate 1/2*integral of
>(f1(x)^1/2-f2(x)^(1/2))^2dx (Latex codes:
>$\frac{1}{2}\int^{{\infty}}_{\infty}
>(\sqrt{f_1(x)}-\sqrt{f_2(x)})^2dx $.) where f1(x) and f2(x) are two
>marginal densities.
>
>My problem:
>
>I have the following R codes using "adapt" package. Although "adapt"
>function is mainly designed for more than 2 dimensions, the manual
>says it will also call up "integrate" if the number of dimension
>equals one. I feed in the data x1 and x2 and bandwidths h1 and h2.
>These codes worked well when my final goal was to take double
>integrals.
>
>       integrand <- function(x) {
>           # x input is evaluation point for x1 and x2, a 2x1 vector
>           x1.eval <- x[1]
>           x2.eval <- x[2]
>           # n is the number of observations
>           n <- length(x1)
>           # x1 and x2 are the vectors read from data.dat
>           # Compute the marginal densities
>           f.x1 <- sum(dnorm((x1.eval-x1)/h1))/(n*h1)
>           f.x2 <- sum(dnorm((x2.eval-x2)/h2))/(n*h2)
>           # Return the integrand #
>           return((sqrt(f.x1)-sqrt(f.x2))**2)
>
>       }
>
>       estimate<-0.5*adapt(1, lo=lo.default, up=up.default,
>       minpts=minpts.default, maxpts=maxpts.default,
>       functn=integrand, eps=eps.default, x1, x2,h1,h2)$value
>
>
>But when I used it for one-dimension, it failed. Some of my
>colleagues suggested getting rid of "x2.eval" in the "integrand"
>because it is only one integral. But after I changed it, it still
>didn't work. R gave the error msg: "evaluation of function gave a
>result of wrong length"
>
>I am not a frequent R user..although I looked up the mailing list
>for a while and there were few postings asking similar questions, I
>can't still figure out why my codes won't work. Any help will be
>appreciated.
>
>Le
>-
>~~~~~~~~~~~~~~~~~~~~~~
>Le Wang, Ph.D
>Population Center
>University of Minnesota
>
>______________________________________________
>R-help at stat.math.ethz.ch mailing list
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.
>  
>


-- 
Dr. rer. nat. Matthias Kohl
E-Mail: matthias.kohl at stamats.de
Home: www.stamats.de