[R] Integrate and mapply
Uwe Ligges
ligges at statistik.tu-dortmund.de
Sun Nov 7 17:42:44 CET 2010
So undint(u) is a 15 dimensional vector. What do the different
dimensions mean? How would you define the integral of a 15 dimensional
vector? It would help if you could provide some background on what your
code is supposed to do.
Uwe Ligges
On 07.11.2010 17:01, Vaiva P wrote:
> Hi,
>
> I need some help on integrating a function that is a vector.
> I have a function - vector which each element is different. And,
> naturally, function integrate() does not work
> I checked the article of U. Ligges and J. Fox (2008) about code
> optimization "How Can I Avoid This Loop or Make It Faster?" on
> http://promberger.info/files/rnews-vectorvsloops2008.pdf.
> Their advice did not help me, because they advised a solution, when
> function was the same, but limits of the integral were vectors. I
> have got everything other way around. I could not get any result.
> I would be very grateful for an advice on this matter.
> The code is below. The function needed to be integrated (undint with
> respect to u from 0 to Inf).
>
> Sincerely,
> V.
>
> Code
>
> rm=list(ls())
>
> #index matrix
> t1<-c(1:15)
> t2<-c(1:5)%x%matrix(1,3,1)
> t3<-matrix(1,3,1)%x%c(1:5)
> t4<-c(1:3)%x%matrix(1,5,1)
> comb<-cbind(t1,t2,t3,t4)
>
> nu<-rchisq(15,4)
>
> gam<-matrix(rchisq(75,df=5),15,5)
>
> undint<-function(u){
> prob<-function(i) {
> i1<-comb[i,1]
> i2<-comb[i,2]
> i3<-comb[i,3]
> i4<-comb[i,4]
>
> val1<-gam[((i3-1)*2+1):(i3*2),i4]
> vc1<-matrix(12,length(val1),1)-matrix(u,length(val1),1)-val1
> distr1<-prod(pchisq(vc1,df=2))
>
> p10<-distr1*1/(exp(-nu[i1])*(1+gam[i2,i4]))*(1-plogis((u+log(gam[i3,i4])-log(1+gam[i2,i4])),0,1))
> p10
> }
> val<-c(1:15)
> q<-sapply(val,prob)
> }
>
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