[R] Integration in R

Rolf Turner rolf.turner at xtra.co.nz
Wed Nov 21 21:57:03 CET 2012


On 21/11/12 22:26, Rehena Sultana wrote:
> Dear R - Experts,
>
> I am trying to integrate lognormal distribution (mu = -0.3 and sigma2 = 0.00041.. ) based on the some hypothetical data. But I am getting 0 as the result. I have checked that my R-code is correct as code is giving me result for some other data.
>
> As I understand, when I am integrating some pdf with in the range of (0, Inf), I should not get 0. How to handle this kind of problem?
>
> Please help. Looking forward for your reply.

Reproducible example?

When I do

integrate(function(x){dlnorm(x,meanlog=-0.3,sdlog=sqrt(0.00041))},0,Inf)

I get

     1 with absolute error < 3.5e-06

No problema.

Why do you want to integrate it anyhow?  You know the answer is 1.

Or if you want the integral from 0 to x for some x < infinity, just use
plnorm().  (???)

     cheers,

         Rolf Turner




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