[R] Integrate inside function
Mauro Rossi
mauro.rossi at irpi.cnr.it
Thu Mar 15 11:08:26 CET 2012
Dear R users,
first I take this opportunity to greet all the R community for your
continuous efforts.
I wrote a function to calculate the pdf and cdf of a custom distribution
(mixed gamma model).
The function is the following:
pmixedgamma3 <- function(y, shape1, rate1, shape2, rate2, prev)
{
density.function<-function(x)
{
shape1=shape1
rate1=rate1
shape2=shape2
rate2=rate2
prev=prev
fun<-prev*((rate1^shape1)/gamma(shape1)*(x^(shape1-1))*exp(-rate1*x))
+ (1-prev)*((rate2^shape2)/gamma(shape2)*(x^(shape2-1))*exp(-rate2*x))
return(fun)
}
den<-density.function(y)
p.mixedgamma<-integrate(f=density.function,lower=0,upper=y)
return(list(density=den,cumdensity=p.mixedgamma$value))
}
Why doesn't this calculate cumdensity (p.mixedgamma) in case x is a vector?
For instance try:
pmixedgamma3(c(10,20),shape1=10,rate1=1,shape2=10,rate2=1,prev=0.5)
As you can see cumdensity is calculated just for the first x value.
Thanks in advance
Best
Mauro
--
Mauro Rossi
Istituto di Ricerca per la Protezione Idrogeologica
Consiglio Nazionale delle Ricerche
Via della Madonna Alta, 126
06128 Perugia
Italia
Tel. +39 075 5014421
Fax +39 075 5014420
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