On 2011-06-26 06:34, li li wrote:
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).
So you probably want something like:
h <- function(mu, x) dnorm(x, mu, 1) * dnorm(mu, 2, 1)
f1 <- function(x)
integrate(function(mu, x) h(mu, x), -Inf, Inf, x)$value
In your original formulation (below), all you have
to do is change
{integrand <- function (x, mu){
to
{integrand <- function (mu, x){
Peter Ehlers
Thank you!
Hannah
f1<- function(x)
{integrand <- function (x, mu){
dnorm(x, mean=mu, sd=1)*dnorm(mu, mean=2, sd=1)
}
integrate(integrand, -Inf, Inf,x)$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)$val
}
2011/6/25 Peter Ehlers <ehl...@ucalgary.ca <mailto:ehl...@ucalgary.ca>>
On 2011-06-25 08:48, li li wrote:
Hi all,
Can anyone please take a look at the following two functions.
The answer does not seem to be right.
Thank you very much!
f1<- function(x)
{integrand<- function (x, mu){
dnorm(x, mean=mu, sd=1)*dnorm(mu, mean=2, sd=1)
}
integrate(integrand, -Inf, Inf,x)$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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