Question

考虑两个参数f和x的函数a。首先，我将f与x进行整合，后者成为g的函数a。其次，我想找到g的结果函数a的根。我可以使用uniroot中的integrate和R执行此操作吗？如果是这样，怎么样？如果没有，有没有办法做到这一点？感谢。

b <- 2

truncfn <- function(x) pmin(b, pmax(x, -b))

# thetashape and thetascale are constants
# x and a are arguments
f <- function(x, thetashape, thetascale, a){
  term1 <- -1/thetascale
  term2 <- (1-thetashape)/thetascale
  term3 <- x/(thetascale-thetashape*x)
  term1 + term2*term3 - a
}

# First, integrate f with respect to x
g <- integrate(truncfn(f), lower=0, upper=Inf)

# Second, find root of g
uniroot(g, ...)

Answer 1

您可以定义一个函数（我称之为truncfn2），对调用truncfn的结果调用f，然后g整合truncfn2 }。最后uniroot搜索g的根

b <- 2
truncfn <- function(x) pmin(b, pmax(x, -b))

# thetashape and thetascale are constants
# x and a are arguments
f <- function(x, thetashape, thetascale, a){
  term1 <- -1/thetascale
  term2 <- (1-thetashape)/thetascale
  term3 <- x/(thetascale-thetashape*x)
  term1 + term2*term3 - a
}
truncfn2 <- function(x, thetashape, thetascale, a) truncfn(f(x, thetashape, thetascale, a))

g <- function(a) integrate(truncfn2, thetascale=1, thetashape=0.6, a=a, lower=0, upper=10)$value
uniroot(g, lower=-10, upper=10)
# $root
# [1] -1.867932
# 
# $f.root
# [1] 1.134733e-07
# 
# $iter
# [1] 7
# 
# $init.it
# [1] NA
# 
# $estim.prec
# [1] 6.103516e-05

当有两个未知数时，在R中uniroot

1 个答案: