Hi,
I've got an ugly but fairly simple function:
mdevstdev <- function(a){
l <- dnorm(a)/(1-pnorm(a))
integrand <- function(z)(abs(z-l)*dnorm(z))
inted <- integrate(integrand, a, Inf)
inted[[1]]/((1- pnorm(a))*sqrt((1 + a*l - l^2)))
}I wanted to quickly produce a graph of this over the range [-3,3] so I used:
plotit <-function(x=seq(-3,3,0.01),...){
y<-sapply(x,mdevstdev)
plot(x,y,...)
}plotit()
This produces the graph, but some discontinuities appear on it. I've produced the same graph in Mathematica 5 (http://econserv2.bess.tcd.ie/cullens/R/DOverDelta.eps), and it was smooth over this range (it takes ages to run, though). Is this a numerical precision problem? Any suggestions on how to improve the precision?
I'm running R 1.9 on WinXP, PIII. I haven't changed any R parameters that I know of.
-- SC
Simon Cullen Room 3030 Dept. Of Economics Trinity College Dublin
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