[R] Solve an equation including integral
Ravi Varadhan
ravi.varadhan at jhu.edu
Fri Jan 8 17:47:00 CET 2016
There was a mistake in the previously sent function. I had hard coded the values of parameters `nu' and `exi'.
Use this one:
myroot <- function(t, nu, exi, alpha){
fun <- function(t, exi, nu) (nu+t^2)^(-(nu+1)/2)*exp(((nu+1)*exi*t)/((nu+t^2)^0.5))
res <- alpha - integrate(fun, -Inf, t, nu=nu, exi=exi)$value
return(res)
}
uniroot(myroot, c(-2, 2), nu=2, exi=0.5, alpha=.05)
Ravi
From: Ravi Varadhan
Sent: Friday, January 08, 2016 11:29 AM
To: r-help at r-project.org; 'sstoline at gmail.com' <sstoline at gmail.com>
Subject: Re: Solve an equation including integral
I think this is what you want:
myroot <- function(t, nu, exi, alpha){
fun <- function(t, exi, nu) (nu+t^2)^(-(nu+1)/2)*exp(((nu+1)*exi*t)/((nu+t^2)^0.5))
res <- alpha - integrate(fun, -Inf, t, nu=2, exi=0.5)$value
return(res)
}
uniroot(myroot, c(-2, 2), nu=2, exi=0.5, alpha=.05)
Hope this is helpful,
Ravi
Ravi Varadhan, Ph.D. (Biostatistics), Ph.D. (Environmental Engg)
Associate Professor, Department of Oncology
Division of Biostatistics & Bionformatics
Sidney Kimmel Comprehensive Cancer Center
Johns Hopkins University
550 N. Broadway, Suite 1111-E
Baltimore, MD 21205
410-502-2619
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