[R] Quicker way to apply values to a function
casperyc
casperyc at hotmail.co.uk
Fri Mar 23 20:48:47 CET 2012
Hi Petr,
Thanks for confirming that the integral is bounded. I was thinking about the
same thing.
However, this requires that 'sigma' is positive.
The actual problem occurred in my optimization routine, where i have set the
parameter
sigma=exp(para), where para is the logit of a uniform random variable.
To avoid sigma being too small, i also used
if ( round(sigma,3)==0 ) { sigma=0.5 }
However, I still have the following error: during optimization using 'optim'
Error in integrate(function(x) dnorm(x, mu, sigma)/(1 + exp(-x)), -Inf, :
the integral is probably divergent
I think, it's still caused by 'small' sigma, but is there a way to fix it?
Or should I use another way to randomly generate sigma>0?
Thanks.
casper
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PhD candidate in Statistics
School of Mathematics, Statistics and Actuarial Science, University of Kent
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