[R] How to get correct integration in C for step function?

Lynette fuyaonv at hotmail.com
Mon Jan 22 17:53:26 CET 2007


I have no idea either. I can get correct answers for continous functions but 
incorrect for step functions.

Sign, I have been trying to realize the integration in C for long time.

Thank you for your answering.


----- Original Message ----- 
From: "Thomas Lumley" <tlumley at u.washington.edu>
To: "Lynette" <fuyaonv at hotmail.com>
Cc: <r-help at stat.math.ethz.ch>; "AJ Rossini" <blindglobe at gmail.com>; 
<ess-help at stat.math.ethz.ch>
Sent: Monday, January 22, 2007 10:48 AM
Subject: Re: [R] How to get correct integration in C for step function?

> On Sun, 21 Jan 2007, Lynette wrote:
>> Dear all,
>> I am using Rdqags in C to realize the integration. It seems for the
>> continous C function I can get correct results. However, for step 
>> functions,
>> the results are not correct. For example, the following one, when 
>> integrated
>> from 0 to 1 gives 1 instead of the correct 1.5
> Using integrate() in R for an R-defined step function gives the right 
> answer (eg on the example in ?ecdf).
> This suggests a problem in your C code, since integrate() just calls 
> dqags.
>  -thomas

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