Dear R users, When I use two functions, 'optim' and 'integrate', simultaneously, I always get an error like this
-------------------------------------------------------------------------- numint = function(z) { dlnorm(z,mu[1],sqrt(exp(g[1]))) * dnorm((z-mu[2])/sqrt(exp(g[2])))/sqrt(exp(g[2])) } integrate(numint,lower=0,upper=Inf)$value Error in integrate(numint, lower = 0, upper = Inf) : non-finite function value ----------------------------------------------------------------------------- Dr. Ripley said for this problem long time ago "You are trying to use a derivative-based optimization method without supplying derivatives. This will use numerical approximations to the derivatives, and your objective function will not be suitable as it is internally using adaptive numerical quadrature and hence is probably not close enough to a differentiable function (it may well have steps)." So, I am trying to avoid this 'integrate' in R, but I have no idea. Any suggestion will be greatly appreciated. Kathryn Lord -- View this message in context: http://www.nabble.com/integration-error-when-I-use-%22optim%22-and-%22integrate%22-simultaneously-tp16918109p16918109.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.