DistributionUtils: integrateDens – R documentation

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integrateDens

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)

DistributionUtils

Distribution Utilities

v0.6-0

GPL (>= 2)

Authors

David Scott <d.scott@auckland.ac.nz>

Initial release

2018-11-26