[R] Approximate a f(x,y)

Naji nassar at noos.fr
Wed Sep 29 16:59:48 CEST 2004


Hi all,


Running simulations, I'm generating market response to 2 factors X&Y..
There is no closed form for the market response.. The results are store in a
matrix Z(X <- seq(.02,.98,.02), Y <- seq(.01,.19,.01))..
For optmization purpose I need to approximate the values for any factor X in
0,02-0,98 and Y in 0,01-0,19

How can I do it ?

For one factor : Xn-1 < x <= Xn
f(x)=(f(Xn-1)*(x-Xn-1)+f(Xn)*(Xn-x))/(Xn-Xn-1)
I don't know how to generalize this for two factors..


Thanks in Advance
Naji




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