R: Integrates a Density Function

integrateDens {DistributionUtils} | 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

### See Also

`momIntegrated`

### Examples

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

[Package DistributionUtils version 0.6-0 Index]