[R] integrate function

[Ravi Varadhan]

Here is how you can do it:


f1 <- function (p,x) {
sapply(p, function(p) prod( p*x+(1-p)*x^2) )  # the function should be vectorized for `integrate'
}

 f2 <- function(x) {
integrate(f1, 0, 1, x)$val  # you need to only return the `value' of integration
}

f2(x=1:3)

Hope this helps,
Ravi.

____________________________________________________________________

Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan at jhmi.edu


----- Original Message -----
From: li li <hannah.hlx at gmail.com>
Date: Saturday, December 5, 2009 7:13 pm
Subject: Re: [R] integrate function
To: David Winsemius <dwinsemius at comcast.net>
Cc: r-help at r-project.org


> Thank you very much for your reply!
>  It is not an assignment.
>  What I want to do is what we often do.  If we have a bivariate 
> function of x
>  and p,
>  I first fix x and integrate out p. Then the resultant function is 
> only in
>  terms of x.
>  
>  
>  Here f1 is a  bivariate function of x and p.
>  > f1 <- function (p,x)
>  +   {
>  +    prod(p*x+(1-p)*x^{2})
>        }
>  
>  f2 is a function of x only after integrating out p from f1. Here f1 
> is the
>  integrand, x is the additional argument to be
>  passed to f1. The integration is in terms of p.
>  
>  > f2 <- function(x)
>  +     {
>  +     integrate(f1, lower=0,upper=1, x)
>  +      }
>  There is error output when I evaluate f2 at specific x values. See below:
>  
>  > f2(c(2,3))
>  Error in integrate(f1, lower = 0, upper = 1, x) :
>    evaluation of function gave a result of wrong length
>  In addition: Warning messages:
>  1: In p * x :
>    longer object length is not a multiple of shorter object length
>  2: In (1 - p) * x^{ :
>    longer object length is not a multiple of shorter object length
>  
>  
>  Can any one give me some suggestions! Thank you!
>  2009/12/5 David Winsemius <dwinsemius at comcast.net>
>  
>  >
>  > On Dec 5, 2009, at 4:59 PM, li li wrote:
>  >
>  > Hello,
>  >>  I have some trouble in terms of using integrate function in R.
>  >>
>  >> f1 is a function of p and x where x is supposed to be a vector. 
> (See the
>  >> code).
>  >> Then I want to write function f2 which is a function of the vector
>  >> x after I integrate out p.
>  >>  Can some one give me some help? Many thanks!
>  >>                            Hannah
>  >>
>  >> f1 <- function (p,x)
>  >>>
>  >> +   {
>  >> +    y <- p*x+(1-p)*x^{2}
>  >> +       prod(y)
>  >> +   }
>  >>
>  >>>
>  >>> f2 <- function(x)
>  >>>
>  >> +     {
>  >> +     integrate(f1, 0,1, x)
>  >>
>  >
>  > Just looking at the help page for integrate makes me wonder what 
> you are
>  > doing. There are 3 named arguments before the dots, so 0 and 1 will 
> become
>  > "lower" and "upper", while x is not among the named arguemnts, so I 
> suppose
>  > x will go to f1 as "p". But f1 takes two arguments, so where will 
> it get the
>  > second argument? Maybe if you would tell us a bit more about why 
> you made
>  > those functions the way you did, it would help. I am guessing it's 
> classwork
>  > but perhaps not.
>  >
>  >
>  > +      }
>  >>
>  >> f2(x=c(1,2))
>  >>>
>  >> Error in integrate(f1, 0, 1, x) :
>  >>  evaluation of function gave a result of wrong length
>  >> In addition: Warning messages:
>  >> 1: In p * x :
>  >>  longer object length is not a multiple of shorter object length
>  >> 2: In (1 - p) * x^{ :
>  >>  longer object length is not a multiple of shorter object length
>  >>
>  >>        [[alternative HTML version deleted]]
>  >>
>  >
>  > --
>  >
>  > David Winsemius, MD
>  > Heritage Laboratories
>  > West Hartford, CT
>  >
>  >
>  
>  	[[alternative HTML version deleted]]
>  
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