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. _________________________________________________________________ [[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.