Integration for only positive values

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Sim Kron
Sim Kron el 18 de Jun. de 2020
Respondida: Pasindu Ranasinghe el 20 de Dic. de 2021
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!

Respuestas (2)

the cyclist
the cyclist el 19 de Jun. de 2020
Can you just replace your PDF with max(0,PDF) and proceed?
  9 comentarios
the cyclist
the cyclist el 19 de Jun. de 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)
Sim Kron
Sim Kron el 19 de Jun. de 2020
Sry, I made a mistake: The whole file was too large to upload, so I just uploaded the data of an arbitrary PDF. By sheer coincidence, exatly this data set doesn't exhibit any negative densities... The data set I uploaded now should include negative densities.
Concerning your comment: This command just replaces negative coefficients with 0, right? But my intention would be to replace a potential negative output of each function of the spline with 0. In my case, the different parts of the spline are linear functions, so I would like to adjust the outcome f(x) of each part of the spline and not the coefficients itself.

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Pasindu Ranasinghe
Pasindu Ranasinghe el 20 de Dic. de 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
f(x) = 
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))
Integration of the Positive Part 5930.246783
%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")

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