Dear R-experts,
I am running a large simulation exercise where the enough complicated
integration is required.
The integral is computed within a C-function called Denom by use of function
qags from the gsl library.
Here is a piece of R-code:
denom<-try(.C("Denom",as.double(x),as.integer(n), as.integer(p),
as.double(param), as.double(delta),res=as.double(results)))
denomres=if (class(denom)=="try-error") NA else denom$res
Sometimes, it happens that the integration process fails with the follwoing
error message
gsl: qags.c:553: ERROR: bad integrand behavior found in the integration interval
Default GSL error handler invoked.
and the whole simulation job is destroyed. My question is: why try() does not
work and how to fix this problem?
Much thanks,
Leonid Landsman.
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