[R] Integrate and subdivisions limit

Alaios alaios at yahoo.com
Wed Jan 12 15:55:16 CET 2011

Dear all,
I have some issues with integrate in R thus I would like to request your help.
I am trying to calculate the integral of f(x)*g(x).

The f(x) is a step function while g(x) is a polynomial.
If f(x) (step function) changes its value only few times (5 or 6 'steps') everything is calulated ok(verified results in scrap paper) but if f(x) takes like 800 different values I receive the error

"Error in integrate number of subdivisions reached"

I did some checks on the internet and I found that I can increase the number of subdivisions (as this is a parameter in integrate().  Thus I raised it from 100 to 1000 (and then to 10000).

A. Does this makes the error produced higher or does it only stress the computer?

B. When the number was raised to 10.000 I started getting the error message   "roundoff error was detected"

What do you think I should do to solve that?

I would like to thank u in advance for your help

Best Regards

More information about the R-help mailing list