Integration for only positive values
33 views (last 30 days)
Show older comments
Hi!
I would like to calculate the integral of an already estimated probability density function. This PDF was estimated with a SPLINE, which is "slightly" negative in certain areas. My SPLINE is saved as a "struct" and integrating it works just fine fnint(PDF). However, the resulting CDF is decreasing in those areas of negative densities, which I would like to avoid by simply replacing those areas of the PDF with 0.
My question: Is it possible to set those regions of the function equal to 0, or to integrate just over the positive values ot this PDF? I would like to avoid transforming the function into a vector of resulting densities, and instead use the (spline) function directly?
Thanks in advance!
0 Comments
Answers (2)
the cyclist
on 19 Jun 2020
Can you just replace your PDF with max(0,PDF) and proceed?
9 Comments
the cyclist
on 19 Jun 2020
It wasn't clear to me which field of the structure you need to modify, but for example if it is coefs,then
PDF.coefs = max(PDF.coefs,0)
Pasindu Ranasinghe
on 20 Dec 2021
How to integrate over the positive part of the function
lower_limit=-5; %Lower Limit of the integration
upper_limit=5; %Upper limit of the integration
Point_number=1000; %NUmber of points to be in the function
x_range=linspace(lower_limit,upper_limit,Point_number);
% Enter Function
syms x
f(x)=x^2+3*x-5
y=f(x_range); %Getting function values
y_plus=subplus(y); %Getting only the Positive part
fprintf("Integration of the Positive Part %f",trapz(y_plus))
%more plots
figure
plot(x_range,y_plus,"g","LineWidth",2);
hold on
plot(x_range,y,"r","LineWidth",1);
hold off
legend({'Positive Part','Input Function'});
xline(0);
yline(0);
title("Function")
0 Comments
See Also
Categories
Find more on Spline Postprocessing in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!