ll Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com
From: Aurélien Philippot [mailto:aurelien.philip...@gmail.com]
Sent: Friday, December 20, 2013 8:59 AM
To: William Dunlap; R-help@r-project.org
Subject: Re: [R] Inconsistent computation of an integral
Thanks William.
I was convinced by pmax, until I pl
Thanks William.
I was convinced by pmax, until I played with the following example today. I
tried to reproduce a computation from a paper. Here is the code:
P<- function(x) {
ab<-100*exp((0.0435-0.0269-0.5*0.3315^2)*4.3122+x*sqrt(4.3122)*0.3315)
return(ab)
}
integrand<- function(x){
cd<-
-1
I think you want to use pmax(x-50, 0), which returns a vector
the length of x, instead of max(x-50,0), which returns a scalar.
Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com
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