[R] bivariate vector numerical integration with infinite range

[baptiste auguie]

Got it, thanks!

baptiste

On 21 September 2010 22:38, Hans W Borchers <hwborchers at googlemail.com> wrote:
> baptiste auguie <baptiste.auguie <at> googlemail.com> writes:
>
>>
>> Thanks. I am having trouble getting adaptIntegrate to work with a
>> multivalued integrand though, and cannot find a working example.
>> Anyone had better luck with it?
>
> The function to be integrated needs a vector as input:
>
>    f <- function(x) {
>        res <- 1 / (sqrt(x[1])*(1+x[1]))
>        c(res, res/2, 2*res)
>    }
>
>    adaptIntegrate(f, lowerLimit=c(0.1, 0), upperLimit=c(10, 1), fDim = 3)
>    $integral
>    [1] 1.9164832 0.9582416 3.8329665
>
>    $error
>    [1] 1.265252e-05 6.326261e-06 2.530504e-05
>
>    $functionEvaluations
>    [1] 323
>
>   $returnCode
>   [1] 0
>
> Hans Werner
>
>> library(cubature)
>> >
>> > f <- function(x, y) {
>> +   res <- 1 / (sqrt(x)*(1+x))
>> +   c(res, res/2, 2*res)
>> + }
>> >
>> > adaptIntegrate(f, lowerLimit=c(0.1, 0), upperLimit=c(10, 1), fDim = 3)
>> [1] "adaptIntegrate: Error in evaluation function f(x) for x="
>>            res
>> [1,] 0.07355275 0.03677638 0.1471055
>> [2,] 0.94280904 0.47140452 1.8856181
>> Error in adaptIntegrate(f, lowerLimit = c(0.1, 0), upperLimit = c(10,  :
>>  adaptIntegrate: Result f(x) is not numeric or has wrong dimension
>>
>> Best,
>>
>> baptiste
>>
>
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