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Last data update: 2014.03.03

R: Integrates a Density Function

integrateDens

R Documentation

Integrates a Density Function

Description

Given a density function specified by the root of the density function name, returns the integral over a specified range, usually the whole real line. Used for checking that the integral over the whole real line is 1.

Usage

integrateDens(densFn = "norm", lower = -Inf, upper = Inf,
              subdivisions = 100, ...)

Arguments

`densFn`	Character. The name of the density function to be integrated.
`lower`	Numeric. The lower limit of the integration. Defaulty is `-Inf`.
`upper`	Numeric. The upper limit of the integration. Defaulty is `Inf`.
`subdivisions`	Numeric. The number of subdivisions to be passed to `integrate`.
`...`	Additional arguments to be passed to `integrate`. In particular, the parameters of the distribution.

Details

The name of the density function to be integrated must be supplied as the characters of the root for that density (e.g. norm, gamma). The density function specified is integrated numerically over the range specified via a call to integrate. The parameters of the distribution can be specified, otherwise the default parameters will be used.

Value

A list of class integrate with components:

`value`	The final estimate of the integral.
`abs.error`	Estimate of the modulus of the absolute error.
`subdivisions`	The number of subintervals produced in the subdivision process.
`message`	`OK` or a character string giving the error message.
`call`	The matched call to the `integrate` function.

Author(s)

David Scott d.scott@auckland.ac.nz

Examples

integrateDens("norm", mean = 1, sd = 1)
integrateDens("t", df = 4)
integrateDens("exp", rate = 2)
integrateDens("weibull", shape = 1)

Results


R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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Type 'demo()' for some demos, 'help()' for on-line help, or
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> library(DistributionUtils)
Loading required package: RUnit
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/DistributionUtils/integrateDens.Rd_%03d_medium.png", width=480, height=480)
> ### Name: integrateDens
> ### Title: Integrates a Density Function
> ### Aliases: integrateDens
> ### Keywords: distribution univar
> 
> ### ** Examples
> 
> integrateDens("norm", mean = 1, sd = 1)
1 with absolute error < 1.6e-05
> integrateDens("t", df = 4)
1 with absolute error < 1.5e-07
> integrateDens("exp", rate = 2)
1 with absolute error < 5e-07
> integrateDens("weibull", shape = 1)
1 with absolute error < 5.7e-05
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>