[R] Integration in R

[William Dunlap]

But if you use a smaller sdlog value then integrate does get it wrong because it does not find the delta-like function hidden somewhere between 0 and infinity.
  > integrate(function(x){dlnorm(x,meanlog=-0.3,sdlog=0.00041)},0,Inf)
  0 with absolute error < 0
  > integrate(function(x){dlnorm(x,meanlog=-0.3,sdlog=0.00041)},0,1)
  0 with absolute error < 0
Tell it where the bulk of the mass is and it works
  > integrate(function(x)dlnorm(x,-0.3,0.00041), 0.738, 0.743, subdivisions=10^3)
  1 with absolute error < 4.4e-05

Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf
> Of Rolf Turner
> Sent: Wednesday, November 21, 2012 12:57 PM
> To: Rehena Sultana
> Cc: r-help at r-project.org
> Subject: Re: [R] Integration in R
> 
> 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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