[R] Multidimensional Integration over arbitrary sets

[Ravi Varadhan]

Hi,

By defining your function appropriately (e.g. using indicator functions),
you can make "adapt" work:

myfunc <- function(x) {
x[1]*x[2] * (x[1] >= x[2])
}
# Exact answer is 1/8

> library(adapt)
> adapt(2, lo=c(0,0), up=c(1,1), functn=myfunc)
      value      relerr      minpts      lenwrk       ifail 
  0.1250612 0.009995054        5907        1123           0 


Ravi.

----------------------------------------------------------------------------
-------

Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html

 

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-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Saptarshi Guha
Sent: Tuesday, February 13, 2007 3:34 PM
To: R-Help
Subject: [R] Multidimensional Integration over arbitrary sets

Hi,
	I need to integrate a 2D function over range where the limits depend

on the other e.g integrate f(x,y)=x*y over {x,0,1} and {y,x,1}.
	i.e \int_0^1 \int_x^1 xy dydx

	I checked adapt but it doesn't seem to help here. Are they any  
packages for this sort of thing?
	I tried RSitesearch but couldn't find the answer to this.
	Many thanks for you help.
	Regards
	Saptarshi

Saptarshi Guha | sapsi at pobox.com | http://www.stat.purdue.edu/~sguha


	[[alternative HTML version deleted]]

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