Hello,
I want to write a function calculating posterior probability.
Can anyone help have a look at the following program? Here function f is
what I eventually
need. It is related to function f1, f2 and f3. The argument x is a vector.
I get evaluation errors here.
Thank you very much!
> f1 <- function(p, x, i)
+ {
+ b <- p*dnorm(x[i], 2,1)
+ a <- (1-p)*dnorm(x[i], 0,1)
+ r <- a/(a +b)
+ return(r)
+ }
>
> f2 <- function (p,x)
+ {
+ a <- p*dnorm(x, 2,1)
+ b <- (1-p)*dnorm(x,0,1)
+ prod(a+b)
+ }
>
> f3 <- function(x,alpha, beta)
+ {
+ integrand <- function(p,x,alpha, beta)
+ {
+ f2(p,x)*dbeta(p, alpha, beta)
+ }
+ integrate(Vectorize(integrand, Vectorize.args =c("p")), 0,1, x,
alpha, beta)$val
+ }
>
> f <- function(x, i, alpha, beta)
+ {
+ integrand <-function(p,x,i, alpha, beta)
+ {
+ f1(p, x, i)*f2(p,x)*dbeta(p, alpha, beta)
+ }
+
+ integrate(Vectorize(integrand,vectorize.args =c("p")), 0, 1,x,i,
alpha, beta)$val/f3(x, alpha, beta)
+ }
>
> w<- seq(-2,2,by=0.1)
> prob <- numeric(length(w))
> for (i in 1:length(w)) { prob[i] <- f(w,i,2,3)}
Error in eval(expr, envir, enclos) :
..1 used in an incorrect context, no ... to look in
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