[R] Integration with variable bounds

[Ravi Varadhan]

Try this:

require(R2Cuba)

ans <- divonne(4,1,int, lower=c(4,4,4,4), upper=c(12,12,12,12), max.eval=1e06, rel.tol=1.e-04)

> ans
integral: 15663.04 (+-1.6)
nregions: 182; number of evaluations:  910834; probability:  1.478672e-09 
>

I am not sure if this answer is correct.

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: Ravi Varadhan <rvaradhan at jhmi.edu>
Date: Tuesday, March 29, 2011 9:13 pm
Subject: Re: [R] Integration with variable bounds
To: Dmlong21 <dmlong at bios.unc.edu>
Cc: r-help at r-project.org


> You get 0 because you did not specify lower and upper bounds that 
> define the hyper-rectangle; therefore, the default is used which is (0,1)^4.
> 
> Specify the proper lower and upper bounds.  
> 
> 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 3:11 pm
> Subject: Re: [R] Integration with variable bounds
> To: r-help at r-project.org
> 
> 
> > Thanks for the tip but all I get is 0 for the integral.  Any other
> > suggestions?
> > 
> > int <- function(y){
> > u2 = y[1]
> > z2 = y[2]
> > u1 =y[3]
> > z1 = y[4]
> > 
> > reg.nonzero <- (u2 > z1 & u2 < z2) & (z2 > z1 & z2 < 12) & (u1 > 4 & 
> 
> > u1 <
> > z1) & (z1 > 4 & z1 < 12)
> > 
> > 
> > ff <- ifelse (reg.nonzero, 
> u1*(z1-u1)*u2*(z2-u2)*exp(-0.027*(12-z2)), 
> > 0)
> > 
> > 
> > return(ff)
> > 
> > 
> > }
> > 
> > 
> > cuhre(4,1,int)
> > 
> > --
> > View this message in context: 
> > Sent from the R help mailing list archive at Nabble.com.
> > 
> > ______________________________________________
> > 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.