[R] vectorizing the integrate function

[Linus Chen]

Dear ravi,

In your example, the function "f" is linear to a, b, and c.
Is this the general case in your task?

If it is, you can save  *lots* of computation taking advantage of the linearity.

Lei


On Sat, 10 Aug 2019 at 19:20, ravi via R-help <r-help using r-project.org> wrote:
>
> Hi all,I am having some difficulties in vectorizing the integrate function. Let me explain with an example.
> a <- 10; b <- 3; c <- 4
> f <- function(x) {exp(-a*x^3-b*x^2-c*x)}
> integrate(f,0,Inf) # works fine
>
> My difficulties start when I want to vectorize.
>
> # attempts to vectorize fail
> a <- seq(from=0,to=1,by=0.5)
> b <- seq(from=5,to=10,by=1)
> m <- seq(from=10,to=20,by=5)
> f2 <- function(x,a,b,c) {exp(-a*x^3-b*x^2-m*x)}
> fv <- Vectorize(integrate(f2,0,Inf),vectorize.args=c("a","b","m"),SIMPLIFY=TRUE)
>
> I want the result as a 3-d array with dimensions of the lengths of a, b and c. I have tried several variants but am not having much luck. Will appreciate any help that I can get.
> Thanks,Ravi Sutradhara
>
>
>
>
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