[R] Double Integration

[Ravi Varadhan]

You can look at the package source in the `cubature_1.0.tar.gz' file (which you can get from CRAN), especially the `cubature.c' file.

Ravi.

____________________________________________________________________

Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan at jhmi.edu


----- Original Message -----
From: Bogaso Christofer <bogaso.christofer at gmail.com>
Date: Saturday, July 3, 2010 9:12 am
Subject: RE: [R] Double Integration
To: 'Ravi Varadhan' <rvaradhan at jhmi.edu>, r-help at r-project.org


> Hi Ravi, your suggestion helped me as well a lot. If I look into that
> function, I see this function is calling another function  :
> 
> .Call("doCubature", as.integer(fDim), body(f.check), 
>         as.double(lowerLimit), as.double(upperLimit), 
> as.integer(maxEval), 
>         as.double(absError), as.double(tol), new.env(), PACKAGE =
> "cubature")
> 
> How I can see the interior of this "doCubature?"
> 
> Thanks,
> 
> -----Original Message-----
> From: r-help-bounces at r-project.org [ On
> Behalf Of Ravi Varadhan
> Sent: 03 July 2010 04:36
> To: 'Christos Argyropoulos'; sarah_sanchez09 at yahoo.com; r-help at r-project.org
> Subject: Re: [R] Double Integration
> 
> 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 [ 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
> > 
> > PLEASE do read the posting guide
> 
> > and provide commented, minimal, self-contained, reproducible code.
>                                                
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> 
> ______________________________________________
> R-help at r-project.org mailing list
> 
> PLEASE do read the posting guide 
> and provide commented, minimal, self-contained, reproducible code.
> 
> ______________________________________________
> R-help at r-project.org mailing list
> 
> PLEASE do read the posting guide 
> and provide commented, minimal, self-contained, reproducible code.
>