[R] double integral with C
Hi all,
This is more a C querie rather than a R one:
I'm writing a C code passing a function F to adapt fortran subroutine. I
need to integrate over two variables of F, call them x1 and x2. Then I
call the C code in R to optimize the integrated F function.
for example F could be defined as
---
static double marg_like(const double *param,
double x1,
double x2){...}
---
Then I integrate over x1 and x2 with
-
F77_CALL(adapt)(2,(-5,-5),(5,5),100,1700,F,0.01,1)
-
So here my question: I should I define x1 and x2? For the time being I
defined them as static variables, i.e.
static double x1;
static double x2;
but I'm pretty sure this is wrong
Any hint?
thanks in advance
Stefano
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[R] Double integral
Hi all, I need to solve double integrals with no closed solution. Calling x and y the two variables we have x ~ Normal(y*v,1) and y ~Half-Normal(0,1). In fact, given a joint funcion g(x,y), I need evaluate the integral of this function under that random structure. Could anyone suggest me a package or even a suitable method to solve this problem? Thanks all, Caio - Você quer respostas para suas perguntas? Ou você sabe muito e quer compartilhar seu conhecimento? Experimente o Yahoo! Respostas! [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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] Double integral
Hi all, I need to solve double integrals with no closed solution. Calling x and y the two variables we have x ~ Normal(y*v,1) and y ~Half-Normal(0,1). In fact, given a joint funcion g(x,y), I need evaluate the integral of this function under that random structure. Could anyone suggest me a package or even a suitable method to solve this problem? Thanks all, Caio - [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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.
Re: [R] Double integral
Caio Lucidius Naberezny Azevedo said the following on 9/22/2006 4:40 PM: Hi all, I need to solve double integrals with no closed solution. Calling x and y the two variables we have x ~ Normal(y*v,1) and y ~Half-Normal(0,1). In fact, given a joint funcion g(x,y), I need evaluate the integral of this function under that random structure. Could anyone suggest me a package or even a suitable method to solve this problem? Thanks all, Caio - [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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. Have you tried RSiteSearch(double integral) as the posting guide suggests? --sundar __ R-help@stat.math.ethz.ch 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] double integral
Dear r-users, Is there any command in R allowing to evaluate a double integral? for instance let say I want to evaluate the following integral: integrate[lo=(0,1),up=(2,3)] f(x,y)=x^2+y^2 where lo is the vector of lower bounds and up that of upper bounds. I thaught the function adapt would work but it did not. Many thanks, Dominique K. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] double integral
Try RSiteSearch(double integral) On 5/5/06, Dominique Katshunga [EMAIL PROTECTED] wrote: Dear r-users, Is there any command in R allowing to evaluate a double integral? for instance let say I want to evaluate the following integral: integrate[lo=(0,1),up=(2,3)] f(x,y)=x^2+y^2 where lo is the vector of lower bounds and up that of upper bounds. I thaught the function adapt would work but it did not. Many thanks, Dominique K. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] double integral
On Fri, 5 May 2006, Dominique Katshunga wrote: Dear r-users, Is there any command in R allowing to evaluate a double integral? for instance let say I want to evaluate the following integral: integrate[lo=(0,1),up=(2,3)] f(x,y)=x^2+y^2 where lo is the vector of lower bounds and up that of upper bounds. I thaught the function adapt would work but it did not. Works for me: library(adapt) help(adapt) adapt(2,c(0,2),c(1,3),functn=function(xy) xy[1]^2+xy[2]^2) value relerr minpts lenwrkifail 6.67 7.315578e-08 165 730 -thomas __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
