On 01/05/2009 5:46 AM, Andreas Wittmann wrote:
Dear R-users,
i have to integrate the following function
`fun1` <- function (a, l1, l2)
{
exp(log(l1) * (a - 1) - l2 * lgamma(a))
}
but if l1 is large, i get the "non-finite function value" error, so my
idea is to rescale with exp(-l1)
`fun2` <- function (a, l1, l2)
{
exp(log(l1) * (a - 1) - l2 * lgamma(a) - l1)
}
but it seems this doesn't solve the problem, when l1=1.0e80. maybe i
have to iterate between large values in integrate and large values in
exp(l1) and then use the normal or the rescaled version?
I think if you can work out the mode of the function, and divide by
that, it should be possible to make things work. (The main problem will
be that a large range of function values will underflow to zero.
Hopefully those have a negligible integral, but if integrate evaluates
the target there too often, it might think the integral is zero.)
Duncan Murdoch
> l1<-10; l2<-10;
> integrate(Vectorize(function(a) {fun1(a, l1=l1, l2=l2)}), 1, Inf)$val
[1] 11.65311
> integrate(Vectorize(function(a) {fun2(a, l1=l1, l2=l2)}), 1, Inf)$val
* exp(l1)
[1] 11.65312
>
> l1<-1.0e12; l2=50;
> integrate(Vectorize(function(a) {fun1(a, l1=l1, l2=l2)}), 1, Inf)$val
[1] 929558588152
> integrate(Vectorize(function(a) {fun2(a, l1=l1, l2=l2)}), 1, Inf)$val
* exp(l1)
[1] NaN
>
> l1<-1.0e20; l2=50;
> integrate(Vectorize(function(a) {fun1(a, l1=l1, l2=l2)}), 1, Inf)$val
[1] 5.005192e+24
> integrate(Vectorize(function(a) {fun2(a, l1=l1, l2=l2)}), 1, Inf)$val
* exp(l1)
[1] NaN
>
> l1<-1.0e80; l2=50;
> integrate(Vectorize(function(a) {fun1(a, l1=l1, l2=l2)}), 1, Inf)$val
Fehler in integrate(Vectorize(function(a) { : non-finite function value
> integrate(Vectorize(function(a) {fun2(a, l1=l1, l2=l2)}), 1, Inf)$val
* exp(l1)
[1] NaN
Many thanks if you have any advice for me!
best regards
Andreas
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
