On Apr 8, 2012, at 1:28 PM, Guaramy wrote:
Hi, i am writing a function to plot a pdf functions of a Generalized
normal
laplace distribution.
The code is this
{
y = x-rho*mu
cf.fn = function(s){
cplex = complex(1,0,1)
temp1 = alpha*beta*exp(-sigma*s^2/2)
temp2 = (alpha-cplex*s)*(beta+cplex*s)
out = (temp1/temp2)^rho
out
}
temp.fn = function(s){
(Mod(cf.fn(s)))*cos(Arg(cf.fn(s))-s*y)
}
int.fn = function(t){sapply(t,FUN=temp.fn)}
te =
integrate(int.fn,lower=0,upper=Inf,rel.tol=1e-10,subdivisions=1000000)
temp3 = ifelse(te$message == "OK",te$value/pi,NA)
temp3
}
for example if i call the function like this :
GNL.pdf.fn(x[100],mu,sigma,alpha,beta,rho)
there is no problem and as expected a number is returned
but if i try to call it with a sequence of number ex: x =
seq(-4,4,0.1)
?Vectorize
this error keeps show in up
Error in integrate(int.fn, lower = 0, upper = Inf) :
evaluation of function gave a result of wrong length
David Winsemius, MD
West Hartford, CT
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