Dear all,
Currently I am trying to integrate a function which depends on four
variables, two of which are given, one is given in the integrate function,
so there is one variable to integrate on.
The code is as follows:
Pmatrix =
function(th) {
P = matrix(nrow=6, ncol=6, data=0)
P[1,1] = P[2,1]=P[3,2]=P[4,3]=P[5,4]=P[6,5]= exp(-th)
P[,6] = 1-exp(-th)
return(P)}
lim.verd =
function(matrix) {
et = matrix(nrow=1, ncol=dim(matrix)[2], data=1)
E = matrix(nrow=dim(matrix)[1], ncol=dim(matrix)[2], data=1)
mat = diag(dim(matrix)[1]) - matrix + E
inverse.mat = solve(mat)
pi = et %*% inverse.mat
return(pi)}
a.hat = 0.8888
lambda.hat = 0.1474
int =
function(theta, s, a, lambda) {
a = a.hat
lambda = lambda.hat
f.dist = gamma(a)^(-1) * a^a * theta^(a-1) * exp(-a*theta) # numeric
pi = lim.verd(PM((lambda*theta))) # a 1x6-matrix
return(pi[1,s+1]*f.dist)}
integrate(int,lower=0.0001,upper=10,s=2)
If I try int(0.1,2) a get a numerical result. However, once I use integrate,
I get the following.
> integrate(int,lower=0.0001,upper=10,s=2)
Error in P[1, 1] = exp(-th) :
number of items to replace is not a multiple of replacement length
I've searched the internet, but I haven't been able to find a solution to
this yet. Does anyone have a clue?
Thanks in advance!
Frank van Berkum
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