Hello all,
For a study I want to find E|X1/3+X2/3+X3/3-X4| for variables following
lognormal distribution. To get the value we need to use four integrals. This is
the code which I is used
fx<-function(x){
dlnorm(x,meanlog=2.185,sdlog=0.562)
}
U31<-integrate(function(y1) { sapply(y1, function(y1) {
+ integrate(function(y2){ sapply(y2, function(y2) {
+ integrate(function(x1){ sapply(x1, function(x1) {
+ integrate(function(x2)
+ abs(y1/3+y2/3+x1/3-x2)*fx(y1)*fx(y2)*fx(x1)*fx(x2),0, Inf)$value
+ })},0, Inf)$value })},0, Inf)$value})},0,Inf)$value
The error I received is the following:
Error in integrate(function(y2) { :
maximum number of subdivisions reached
I can understand the problem, but I am unable to figure out what can be done..
It would be great if you can let me know a solution to the problem so as to
find a value for the integral.
Shant
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