Please note clarifications in <<>> below. My apologies for any confusion.
Thanks again,
Scott
---------- Forwarded message ----------
From: Scott Stark <[EMAIL PROTECTED]>
Date: Aug 23, 2007 1:03 PM
Subject: Expedite scalar f(x) evaluation over vectors
To: [EMAIL PROTECTED]
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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