In my calculations i need to integrate a quantile function for uncommon distirubtion. i definied my own quantile function:
Value_at_Risk <- function(alpha_VaR){
test <- 0
for(i in 0:n){
test <- test + dbinom(i,n,0.1) ### i tried it out for binom, but my density is different
if(test >= alpha_VaR){
break
}
}
return(as.numeric(i))
}
integrate(Value_at_Risk,0.5,0.9)
Error in integrate(Value_at_Risk, 0.5, 0.9) :
evaluation of function gave a result of wrong length
In addition: Warning messages:
1: In if (test >= alpha_VaR) { :
the condition has length > 1 and only the first element will be used
If i understand it correctly, then because of integrate
my alpha_VaR
isn't a numerical vector of a length 1 anymore. Is there a way to fix it?
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