I was doing some integration into a loop using integrate and I come up with an error I can\'t understand neither get rid of. Here is a MWE I could extract:
integrate
The default tolerance of .Machine$double.eps^0.25 (= 0.0001220703) needs to be lowered. Try, for example, this:
.Machine$double.eps^0.25
f <- function(v) pnorm(v, mean = m, sd = s, lower.tail = FALSE) integrate(f, u_min, u_max, rel.tol = 1e-15) ## 0.0009421867 with absolute error < 1.1e-17