[R] Need Help To Solve An Equation In R

[David Winsemius]

> On May 27, 2017, at 9:16 AM, Neetu Shah <nshah.0452 at gmail.com> wrote:
> 
> Dear Sir/Ma'am,
> 
> I am trying to make a function to solve an equation that is given below:
> findH <- function(p_star, k){
> fun <- function(y){
> (pnorm(y+h))^(k-1)*dnorm(y)
> }
> lhs <- integrate(fun, -Inf, Inf)$value
> return(uniroot(lhs, lower = -10, upper = 10,
> tol = p_star)$root)
> }
> In lhs, I integrated a function with respect to y and there would be an
> unknown h that I need to find.

uniroot needs a function as its first argument. `integrate(fun, -Inf, Inf)$value` does not return a function. it will return a numeric value (if it succeeds). 

I have no idea whether this makes any mathematical sense because you have not described the background for this effort and have not shown how you expect to call `findH`. Is `h` supposed to be some sort of non-centrality parameter with `k` representing degrees of freedom?

I tried this code that does run, although it fails gracefully at runtime:

findH <- function(p_star= 0.004, k=2){
   fun <- function(y,h){
    (pnorm(y+h))^(k-1)*dnorm(y)
       }
    lhs <- function(x) { integrate(fun, lower=-Inf, upper=Inf, h=x)$value }
    return(uniroot(lhs, lower = -10, upper = 10, tol = p_star)$root)
}
#-------
> findH(k=6)
Error in uniroot(lhs, lower = -10, upper = 10, tol = p_star) : 
  f() values at end points not of opposite sign



> I need to equate this lhs to p_star value in order to find h.

> Which
> function should I use to solve this equation?
> Please guide me regarding this.
> Thank you.
> 
> -- 
> With Regards,
> Neetu Shah,
> B.Tech.(CS),
> 3rd Year,
> IIIT Vadodara.
> 
> 	[[alternative HTML version deleted]]
> 
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David Winsemius
Alameda, CA, USA