[R] Integration with variable bounds

[Ravi Varadhan]

One useful trick is to use the indicator function in your integrand to define regions where the integrand is non-zero.

int <- function(y){
u2 = y[1]
z2 = y[2]
u1 =y[3]
z1 = y[4]
reg.nonzero <- (u2 > z1 & u2 <= 12) & (z2 > z1 & z2 <= 12) & (u1 > 4 & u1 <= z2) & (u2 > 4 & u2 <= z2)
 
ff <- ifelse (reg.nonzero, u1*(z1-u1)*u2*(z2-u2)*exp(-0.027*(12-z2)), 0)

return(ff)
}

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: Dmlong21 <dmlong at bios.unc.edu>
Date: Tuesday, March 29, 2011 3:05 am
Subject: [R] Integration with variable bounds
To: r-help at r-project.org


> If this is posted elsewhere I cannot find it.  I need to perform multiple
> integration where some of the variables are in the bounds of the other
> variables.  I was trying to use R2Cuba function but cannot set the 
> upper and
> lower bounds.  My code so far is :
> 
> int <- function(y){
> u2 = y[1]
> z2 = y[2]
> u1 =y[3]
> z1 = y[4]
> 
> ff <- u1*(z1-u1)*u2*(z2-u2)*exp(-0.027*(12-z2))
> return(ff)
> }
> 
> 
> cuhre(4,1,int,rel.tol=1e-3,lower=c(y[4],y[4],4,4),upper=c(12,y[4],12,y[2]),abs.tol=
> 1e-12,flags= list(verbose=2, final=0))
> 
> 
> I know that code is wrong but it shows that variables are in both the 
> upper
> and lower bounds.
> Thanks.
> 
> Dustin Long
> UNC-Chapel Hill 
> 
> --
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