But if you use a smaller sdlog value then integrate does get it wrong because
it does not find the delta-like function hidden somewhere between 0 and
infinity.
> integrate(function(x){dlnorm(x,meanlog=-0.3,sdlog=0.00041)},0,Inf)
0 with absolute error < 0
> integrate(function(x){dlnorm(x,meanlog=-0.3,sdlog=0.00041)},0,1)
0 with absolute error < 0
Tell it where the bulk of the mass is and it works
> integrate(function(x)dlnorm(x,-0.3,0.00041), 0.738, 0.743,
subdivisions=10^3)
1 with absolute error < 4.4e-05
Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com
> -----Original Message-----
> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
> Behalf
> Of Rolf Turner
> Sent: Wednesday, November 21, 2012 12:57 PM
> To: Rehena Sultana
> Cc: r-help@r-project.org
> Subject: Re: [R] Integration in R
>
> On 21/11/12 22:26, Rehena Sultana wrote:
> > Dear R - Experts,
> >
> > I am trying to integrate lognormal distribution (mu = -0.3 and sigma2 =
> > 0.00041.. )
> based on the some hypothetical data. But I am getting 0 as the result. I have
> checked
> that my R-code is correct as code is giving me result for some other data.
> >
> > As I understand, when I am integrating some pdf with in the range of (0,
> > Inf), I should
> not get 0. How to handle this kind of problem?
> >
> > Please help. Looking forward for your reply.
>
> Reproducible example?
>
> When I do
>
> integrate(function(x){dlnorm(x,meanlog=-0.3,sdlog=sqrt(0.00041))},0,Inf)
>
> I get
>
> 1 with absolute error < 3.5e-06
>
> No problema.
>
> Why do you want to integrate it anyhow? You know the answer is 1.
>
> Or if you want the integral from 0 to x for some x < infinity, just use
> plnorm(). (???)
>
> cheers,
>
> Rolf Turner
>
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