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rwindowsvariablesintegrate

free/changing variables in integrate

I am triing to integrate the following function accrding to h:

FUNCTION:

integralpos <- function(h){
  (h)^(m-1)*exp(-x[4]*h-(r[v]-h-x[5]*x[3] + 0.5*(x[6]^2)*x[3])^2/
                   (2*x[6]^2*x[3]))}

CALL:

integrate(integralneg, -Inf, 0, abs.tol = 1e-08)$val

This works fine if i have example values for all variables (exept h).

The problem arises when i try to nest the integrate function in a loop where the variables change. I use bobyqa for max. likelihood estimation according to the x. The function bobyqa change the values of x[.] but since integralpos is not defined as a function of x it does not "enter" there.

Can somebody help me out here? Is there a way to run integrate with changing variables? Is there another function?

Thank you very much

Solution

  • solved the problem by passing the variables as follows: 

    integrate(integralneg, -Inf, 0, abs.tol = 1e-08,x=x,r=r,m=m)$val

    thx for the help