Hello,
you would get more answers if you code had proper indentation and comments.
Also, please provide a meaningful topic. You should also explain how
this is an R question and not just a "debug my code" request. What are
are you trying to achieve? Which of the numerous variables you
declared should we look at? What was the result you expected and what
did you get?
JC
2011/9/11 li li <hannah....@gmail.com>:
> Dear all,
> Can anyone take a look at my program below?
> There are two functions: f1 (lambda,z,p1) and f2(p1,cl, cu).
> I fixed p1=0.15 for both functions. For any fixed value of lambda (between
> 0.01 and 0.99),
> I solve f1(p1=0.15, lambda=lambda, z)=0 for the corresponding cl and cu
> values.
> Then I plug the calculated cl and cu back into the function f2.
> Eventually, I want to find the lambda value and the corresponding cl and cu
> values that would
> make f2=0.1.
> The result of this program does not seem to match the answer I have. Can
> some one give me
> some hint? Thank you very much.
> Hannah
>
>
>
> u1 <- -3
>
> u2 <- 4
>
>
> f1 <- function(lambda,z,p1){
>
> lambda*(p1*exp(u1*z-u1^2/2)+(0.2-p1)*exp(u2*z-u2^2/2))-(1-lambda)*0.8}
>
>
> f2 <- function(p1,cl, cu){
>
> 0.8*(pnorm(cl)+(1-pnorm(cu)))/(0.8*(pnorm(cl)+(1-pnorm(cu)))+p1*(pnorm(cl-
> u1)+(1-pnorm(cu-u1)))+(0.2-p1)*(pnorm(cl-u2)+(1-pnorm(cu-u2))))}
>
>
> p1 <- 0.15
>
>
> lam <- seq(0.01,0.99, by=0.001)
>
> x1 <- numeric(length(lam))
>
>
> for (i in 1:length(lam)){
>
>
>
> cl <- uniroot(f1, lower =-10, upper = 0,
>
> tol = 1e-10,p1=p1,lambda=lam[i])$root
>
>
> cu <- uniroot(f1, lower =0, upper = 10,
>
> tol = 1e-10,p1=p1,lambda=lam[i])$root
>
>
>
> x1[i]<- f2(p1=p1, cl=cl, cu=cu) }
>
>
>
> k <- 1
>
> while(k<length(lam) && x1[k]<=0.1){
>
> k=k+1
>
> }
>
> k<-k-1;k
>
>
>
> lower <- uniroot(f1, lower =-10, upper = 0,
>
> tol = 1e-10,p1=p1,lambda=lam[k])$root
>
>
> upper <- uniroot(f1, lower =0, upper = 10,
>
> tol = 1e-10,p1=p1,lambda=lam[k])$root
>
>
>
>
> res <- c(lower, upper)
>
> [[alternative HTML version deleted]]
>
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>
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