On Nov 17, 2010, at 6:44 AM, Eduardo de Oliveira Horta wrote:
Hi!
I was wondering if there are any other functions for numerical
integration,
besides 'integrate' from the stats package, but which wouldn't
require the
integrand to be vectorized. Oh, and must be capable of integrating
over
(-inf,+inf).
You could modify integrate to suit you specifications, Just substitute
this at the beginning of the integrate:
integrateV <- function (f, lower, upper, ..., subdivisions = 100,
rel.tol = .Machine$double.eps^0.25,
abs.tol = rel.tol, stop.on.error = TRUE, keep.xy = FALSE,
aux = NULL)
{
f <- match.fun(f)
### New material
options(show.error.messages = FALSE)
if( class(try(integrate(f, upper, lower))) == 'try-error') {f <-
Vectorize(f)}
options(show.error.messages = TRUE)
### End new material
ff <- function(x) f(x, ...)
.
.
.
Passes both your requirements:
> zz<- function(x) 2.0 # the function that fails in the integrate
help page
> try(integrateV(zz, 0, 1))
2 with absolute error < 2.2e-14
> zz<- function(x) dnorm(x) # test of infinite range capacity
> try(integrateV(zz, -Inf, Inf))
1 with absolute error < 9.4e-05
--
David Winsemius, MD
West Hartford, CT
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