Dear list,
I'm seeking some advice regarding a particular numerical integration I
wish to perform.
The integrand f takes two real arguments x and y and returns a vector
of constant length N. The range of integration is [0, infty) for x and
[a,b] (finite) for y. Since the integrand has values in
Baptiste;
You should see if this meets your requirements:
help(adaptIntegrate, package=cubature)
(I got errors when I ran the code and NaN's when I looked at the
output of test function, f.)
vAverage(mixedrule, -4, 4, 0.0, 1, 20, f) - c(pi, pi/2, 2*pi)
Error: object 'mixedrule' not found
baptiste auguie baptiste.auguie at googlemail.com writes:
Dear list,
I'm seeking some advice regarding a particular numerical integration I
wish to perform.
The integrand f takes two real arguments x and y and returns a vector
of constant length N. The range of integration is [0,
Hi,
thanks for the pointer to cubature (which i had probably dismissed too
quickly). Your tests with f should not work: the domain of f(x,.) is
restricted to positive reals, but this domain of integration is then
transformed in mixedrule() to map the semi-infinite range to a more
reasonable
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.
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*
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,
baptiste auguie baptiste.auguie at googlemail.com writes:
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?
The function to be integrated needs a vector as input:
f -
Got it, thanks!
baptiste
On 21 September 2010 22:38, Hans W Borchers hwborch...@googlemail.com wrote:
baptiste auguie baptiste.auguie at googlemail.com writes:
Thanks. I am having trouble getting adaptIntegrate to work with a
multivalued integrand though, and cannot find a working example.
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