Thanks!
Both suggestions are very helpful.
One more question:
Can I use Vectorize to solve double integration question ?
Now that
f=function(x, y) {dnorm(y, mean= 0.75/x)*dnorm(x, mean=0.6,
sd=0.15)}
And I want to integrate x first,then y. Ravi used sapply, which is good, but
it seems to be that Vectorize is easier.
Thanks for help. I appreciated
Carrie
2010/6/23 Christos Argyropoulos <argch...@hotmail.com>
> No something else is going on here ....
>
>
> f=function(x) {dmvnorm(c(0.6, 0.8), mean=c(0.75, 0.75/x))*dnorm(x,
> mean=0.6,
> sd=0.15)}
>
> > f(1)
> [1] 0.01194131
>
> > x<-seq(-2,2,.15)
> > f(x)
>
> Error in dmvnorm(c(0.6, 0.8), mean = c(0.75, 0.75/x)) :
> mean and sigma have non-conforming size
>
> But ...
>
> > sapply(x,f)
> [1] 1.205791e-66 2.377822e-59 1.712003e-52 4.488794e-46 4.269526e-40
> [6] 1.464321e-34 1.793031e-29 7.702766e-25 1.122712e-20 5.165600e-17
> [11] 6.242351e-14 1.074366e-11 8.904914e-12 2.165575e-59 2.892453e-13
> [16] 2.446326e-03 9.655456e-02 3.377855e-01 3.230318e-01 1.040144e-01
> [21] 1.194131e-02 4.984067e-04 7.620137e-06 4.281072e-08 8.849889e-11
> [26] 6.735400e-14 1.887638e-17
>
>
> suggesting the solution:
>
> vf<-Vectorize(f)
>
> > integrate(vf,lower=-Inf, upper=Inf)
>
> 0.1314427 with absolute error < 4e-05
>
>
> Christos
>
>
>
>
> > Date: Wed, 23 Jun 2010 19:05:53 -0400
> > From: carrieands...@gmail.com
> > To: R-help@r-project.org
> > Subject: [R] integrate dmvtnorm
>
> >
> > Hello, everyone,
> >
> > I have a question about integration of product of two densities.
> > Here is the sample code; however the mean of first density is a function
> of
> > another random variable, which is to be integrated.
> >
> > ##
> > f=function(x) {dmvnorm(c(0.6, 0.8), mean=c(0.75, 0.75/x))*dnorm(x,
> mean=0.6,
> > sd=0.15)}
> > integrate(f, lower=-Inf, upper=Inf)
> >
> > ## error message
> > Error in dmvnorm(c(0.6, 0.8), mean = c(0.75, 0.75/x)) :
> > mean and sigma have non-conforming size
> >
> > I think it's because the mean in dmvnorm is a function of x....
> >
> > is there any package or function to handle this question ?
> >
> > Thanks for any help!
> >
> > Carrie
> >
> > [[alternative HTML version deleted]]
> >
> > ______________________________________________
> > R-help@r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
>
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