[R] Integrate inside function

[David Winsemius]

On Mar 15, 2012, at 6:08 AM, Mauro Rossi wrote:

> 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?

You did not build the function in a manner that would vectorize, but  
perhaps the convenience vuntion would help here:

Vpmixedgamma3 <- Vectorize(pmixedgamma3)


>
> For instance try:
> pmixedgamma3(c(10,20),shape1=10,rate1=1,shape2=10,rate2=1,prev=0.5)


 > Vpmixedgamma3(c(10,20),shape1=10,rate1=1,shape2=10,rate2=1,prev=0.5)
            [,1]      [,2]
density    0.12511   0.002908153
cumdensity 0.5420703 0.9950046

>
> As you can see cumdensity is calculated just for the first x value.
>
>
-- 

David Winsemius, MD
West Hartford, CT