Integrate a function with PDF of the distribution

Description

Integrate a function with PDF of the distribution. The integration is seperated into three segments to ensure convergence.

Usage

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## S3 method for class 'ecd'
integrate_pdf(object, f, lower, upper, ..., show.warning = TRUE,
  verbose = FALSE)

integrate_pdf(object, f, lower, upper, ...)

## S4 method for signature 'ecd'
integrate_pdf(object, f, lower, upper, ...,
  show.warning = TRUE, verbose = FALSE)

Arguments

object

An object of ecd class

f

An R function taking a numeric first argument and returning a numeric vector of the same length. Returning a non-finite element will generate an error.

lower

Numeric, the lower limit of integration. Can be infinite.

upper

Numeric, the upper limit of integration. Can be infinite.

...

Addtional arguments for f.

show.warning

logical, display warning messages.

verbose

logical, display timing information, for debugging purpose.

Value

A list of class "integrate".

Author(s)

Stephen H. Lihn

Examples

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d <- ecd()
integrate_pdf(d, function(x){x^2}, -Inf, Inf)

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