On Mar 15, 2012, at 6:08 AM, Mauro Rossi wrote:
Dear R users,
first I take this opportunity to greet all the R community for
your continuous efforts.
I wrote a function to calculate the pdf and cdf of a custom
distribution (mixed gamma model).
The function is the following:
pmixedgamma3 <- function(y, shape1, rate1, shape2, rate2, prev)
{
density.function<-function(x)
{
shape1=shape1
rate1=rate1
shape2=shape2
rate2=rate2
prev=prev
fun<-prev*((rate1^shape1)/gamma(shape1)*(x^(shape1-1))*exp(-
rate1*x)) + (1-prev)*((rate2^shape2)/
gamma(shape2)*(x^(shape2-1))*exp(-rate2*x))
return(fun)
}
den<-density.function(y)
p.mixedgamma<-integrate(f=density.function,lower=0,upper=y)
return(list(density=den,cumdensity=p.mixedgamma$value))
}
Why doesn't this calculate cumdensity (p.mixedgamma) in case x is a
vector?
You did not build the function in a manner that would vectorize, but
perhaps the convenience vuntion would help here:
Vpmixedgamma3 <- Vectorize(pmixedgamma3)
For instance try:
pmixedgamma3(c(10,20),shape1=10,rate1=1,shape2=10,rate2=1,prev=0.5)
> Vpmixedgamma3(c(10,20),shape1=10,rate1=1,shape2=10,rate2=1,prev=0.5)
[,1] [,2]
density 0.12511 0.002908153
cumdensity 0.5420703 0.9950046
As you can see cumdensity is calculated just for the first x value.
--
David Winsemius, MD
West Hartford, CT
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