[R] How to get correct integration in C for step function?
Lynette
fuyaonv at hotmail.com
Mon Jan 22 17:53:26 CET 2007
Well,
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.
Best,
Lynette
----- 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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