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?
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 On 21 September 2010 17:11, Hans W Borchers <hwborch...@googlemail.com> wrote: > baptiste auguie <baptiste.auguie <at> googlemail.com> writes: > >> >> Thanks, adaptIntegrate() seems perfectly suited, I'll just need to >> figure a transformation rule for the infinite limit. The suggestion of >> x->1/x does not seem to work here because it also transforms 0 into >> -infinity. I think exp(pi* sinh(x)) could be a better choice, >> according to Numerical Recipes. > > Yes, that's one way. > But you can also split the integral in two parts, one from 0 to 1 and then > from 1 to Inf. The first one is a finite hypercube and the second can be > transformed with x --> 1/x into [0, 1]. > > I usually prefer the second approach for higher-dimensional applications > as the Jacobian appears to be simpler. In the literature you will find > discussions on how far out the finite hypercube should reach for lowering > the absolute error. > > Hans Werner > >> Thanks, >> >> baptiste >> > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.