Thank you all for the answering.
Sorry I did not state the problem clearly. I want to take the integration
with respect to mu, not x.
For example, f1 should have been a function of x after integrating mu out of
f(x, mu) which is the following:
f(x, mu)=dnorm(x, mean=mu, sd=1)*dnorm(mu, mean=2, sd=1).
Thank you!
Hannah
f1 <- function(x)
{integrand <- function (x, mu){
dnorm(x, mean=mu, sd=1)*dnorm(mu, mean=2, sd=1)
}
integrate(integrand, -Inf, Inf,x)$val
}
f2 <- function(x)
{integrand <- function (x, mu){
dnorm(x, mean=mu, sd=1)*mu^2*dnorm(mu, mean=2, sd=1)
}
integrate(integrand, -Inf, Inf,x)$val
}
2011/6/25 Peter Ehlers <ehl...@ucalgary.ca>
> On 2011-06-25 08:48, li li wrote:
>
>> Hi all,
>> Can anyone please take a look at the following two functions.
>> The answer does not seem to be right.
>> Thank you very much!
>>
>> f1<- function(x)
>>
>> {integrand<- function (x, mu){
>>
>> dnorm(x, mean=mu, sd=1)*dnorm(mu, mean=2, sd=1)
>>
>> }
>>
>> integrate(integrand, -Inf, Inf,x)$val
>>
>> }
>>
>>
>> f2<- function(x)
>>
>> {integrand<- function (x, mu){
>>
>> dnorm(x, mean=mu, sd=1)*mu^2*dnorm(mu, mean=2, sd=1)
>>
>> }
>>
>> integrate(integrand, -Inf, Inf,x)$val
>>
>> }
>>
>
> Your x and mu will get mightily confused.
> The argument x in f1 is in fact used as the argument mu
> in integrand() because, as the help page clearly indicates,
> additional arguments follow the lower/upper limits in integrate().
>
> A cleaner version of what you're doing is the following:
>
> f1 <- function(mu){
>
> integrand <- function (x, mu){
> dnorm(x, mean=mu, sd=1) * dnorm(mu, mean=2, sd=1)
> }
> integrate(integrand, -Inf, Inf, mu)[["value"]]
> }
>
> But then again, you could just evaluate dnorm(mu, 2, 1).
> So I suspect that you want something different.
>
> Ditto for f2.
>
> Peter Ehlers
>
>
>
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>>
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>>
>
>
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