Please note clarifications in <<>> below.  My apologies for any confusion.
Thanks again,
Scott

---------- Forwarded message ----------
From: Scott Stark <stark.sc@gmail.com>
Date: Aug 23, 2007 1:03 PM
Subject: Expedite scalar f(x) evaluation over vectors
To: r-help@lists.r-project.org

Dear R community,

I am trying to code a fairly complex equation for optim().  My current
approach is too slow for optim().

I have a function that takes a double integral (hopefully correctly) across
two terms, e.g.,

<<note replacement of example function by hypothetical f(x,y)>>

 doubleint <- function(c1,c2) {integrate(function(y) {
   sapply(y, function(y) {
   integrate(function(x) {f(x,y)}, boundsx[1], boundsx[2])$value
   })
   }, boundsy[1],boundsy[2])
   }

<<I do not have a closed form for the real function>>

I would like to rapidly evaluate this function over vectors c1 and c2 of
equal length where the double integral is calculated for each (matching)
element c1_i & c2_i.  At present I get length mismatch errors.  Furthermore,
mapply() takes too long.  Can I expedite this evaluation or do I need to
reformulate my approach?

Thanks in advance for your help,
Scott C. Stark
University of Arizona

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