CODEWITHSUNDEEP
r
Valbd
Valbd

Reputation: 31

How can I include a function in the Standard Deviation parameter of pnorm

I want to create a function a(v,x) using pnorm but with the standard deviation of pnorm that depends on x. R returns the error : non-numeric argument to mathematical function.

I am quite new to R so I don't really know how to handle the problem but i did not manage to find any answer elsewhere. 

x0 = 6
R = 5 
r = 2
p=0.5
sig = 5
sigR <- function(x){ sig*(x - r)*sqrt(p*(1-p))}

a <- function(v,x) {
 pnorm(v + p*(x0-x) + (1-p)*(R-r), sd = sigR)
  }

Thanks for the help.

Upvotes: 3

Views: 33

Answers (1)

MrFlick
MrFlick

Reputation: 206253

Since sigR is a function of x, you need to pass the x value to that function to get a constant out. The sd= parameter expects a numeric value, not a function.

a <- function(v,x) {
 pnorm(v + p*(x0-x) + (1-p)*(R-r), sd = sigR(x))
}

Upvotes: 3

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