[R] Double Integration

[Prof Brian Ripley]

On Sat, 3 Jul 2010, Christos Argyropoulos wrote:

> There used to be an "adapt" package with an "integrate" function (I 
> inverted the function/package name by mistake) in CRAN but it has 
> been removed. Anyone knows why?

It lacked a valid licence.  It wasn't actually removed, rather 
archived: see http://cran.r-project.org/src/contrib/Archive/adapt/

>
> Christos
>
>> CC: argchris at hotmail.com; sarah_sanchez09 at yahoo.com; r-help at r-project.org
>> From: dwinsemius at comcast.net
>> To: RVaradhan at jhmi.edu
>> Subject: Re: [R] Double Integration
>> Date: Fri, 2 Jul 2010 20:40:00 -0400
>>
>> And an adapt() in fCopulae.
>>
>> --
>> David.
>> On Jul 2, 2010, at 7:06 PM, Ravi Varadhan wrote:
>>
>>> There is no package called `integrate', but there is a function called
>>> `adaptIntegrate' in the "cubature" package.
>>>
>>> Ravi.
>>>
>>> -----Original Message-----
>>> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org
>>> ] On
>>> Behalf Of Christos Argyropoulos
>>> Sent: Friday, July 02, 2010 8:41 AM
>>> To: sarah_sanchez09 at yahoo.com; r-help at r-project.org
>>> Subject: Re: [R] Double Integration
>>>
>>>
>>> Function adapt in package integrate maybe?
>>>
>>>> Date: Thu, 1 Jul 2010 05:30:25 -0700
>>>> From: sarah_sanchez09 at yahoo.com
>>>> To: r-help at r-project.org
>>>> Subject: [R] Double Integration
>>>>
>>>> Dear R helpers
>>>>
>>>> I am working on the Bi-variate Normal distribution probabilities. I
>>>> need
>>> to double integrate the following function (actually simplified form
>>> of
>>> bivariate normal distribution)
>>>>
>>>> f(x, y) = exp [ - 0.549451 * (x^2 + y^2 - 0.6 * x * y) ]
>>>>
>>>> where 2.696 < x < 3.54 and -1.51 < y < 1.98
>>>>
>>>> I need to solve something like
>>>>
>>>>
>>>> INTEGRATE (2.696 to 3.54) dx INTEGRATE [(-1.51 to 1.98)] f(x, y) dy
>>>>
>>>> I have referred to stats::integrate but it deals with only one
>>>> variable.
>>>>
>>>> This example appears in Internal Credit Risk Model by Michael Ong
>>>> (page
>>> no. 160).
>>>>
>>>> Kindly guide.
>>>>
>>>> Regards
>>>>
>>>> Sarah
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>> 	[[alternative HTML version deleted]]
>>>>
>>>> ______________________________________________
>>>> R-help at r-project.org mailing list
>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html
>>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>> _________________________________________________________________
>>> Hotmail: Trusted email with powerful SPAM protection.
>>>
>>> 	[[alternative HTML version deleted]]
>>>
>>> ______________________________________________
>>> R-help at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>> ______________________________________________
>>> R-help at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>
>> David Winsemius, MD
>> West Hartford, CT
>>
>
> _________________________________________________________________
> Hotmail: Free, trusted and rich email service.
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595