# [R] (no subject)

Stephen Sefick sas0025 at auburn.edu
Mon Sep 12 01:25:05 CEST 2011

```Please include a meaningful 'Subject' because these conversations are
archived, and serve as a valuable help resource for the community.  I
don't believe I understand what you want.

Stephen

On 09/11/2011 03:32 PM, li li wrote:
> Dear all,
>      Can anyone take a look at my program below?
> There are two functions: f1 (lambda,z,p1) and f2(p1,cl, cu).
> I fixed p1=0.15 for both functions. For any fixed value of lambda (between
> 0.01 and 0.99),
> I solve f1(p1=0.15, lambda=lambda, z)=0 for the corresponding cl and cu
> values.
> Then I plug the calculated cl and cu back into the function f2.
> Eventually, I want to find the lambda value and the corresponding cl and cu
> values that would
> make f2=0.1.
>     The result of this program does not seem to match the answer I have. Can
> some one give me
> some hint? Thank you very much.
>              Hannah
>
>
>
> u1<- -3
>
> u2<- 4
>
>
> f1<- function(lambda,z,p1){
>
> lambda*(p1*exp(u1*z-u1^2/2)+(0.2-p1)*exp(u2*z-u2^2/2))-(1-lambda)*0.8}
>
>
> f2<- function(p1,cl, cu){
>
>   0.8*(pnorm(cl)+(1-pnorm(cu)))/(0.8*(pnorm(cl)+(1-pnorm(cu)))+p1*(pnorm(cl-
> u1)+(1-pnorm(cu-u1)))+(0.2-p1)*(pnorm(cl-u2)+(1-pnorm(cu-u2))))}
>
>
> p1<- 0.15
>
>
> lam<- seq(0.01,0.99, by=0.001)
>
> x1<- numeric(length(lam))
>
>
> for (i in 1:length(lam)){
>
>
>
> cl<- uniroot(f1, lower =-10, upper = 0,
>
>             tol = 1e-10,p1=p1,lambda=lam[i])\$root
>
>
> cu<- uniroot(f1, lower =0, upper = 10,
>
>             tol = 1e-10,p1=p1,lambda=lam[i])\$root
>
>
>
> x1[i]<- f2(p1=p1, cl=cl, cu=cu) }
>
>
>
> k<- 1
>
> while(k<length(lam)&&  x1[k]<=0.1){
>
>      k=k+1
>
>    }
>
>    k<-k-1;k
>
>
>
> lower<- uniroot(f1, lower =-10, upper = 0,
>
>             tol = 1e-10,p1=p1,lambda=lam[k])\$root
>
>
> upper<- uniroot(f1, lower =0, upper = 10,
>
>             tol = 1e-10,p1=p1,lambda=lam[k])\$root
>
>
>
>
> res<- c(lower, upper)
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help