[R] How to double integrate a function in R

2013-07-29 Thread Tiago V. Pereira
I would like to express my gratitude for the great help given by David and Hans regarding my last query. Thank you very much for your time, people. All the best, Tiago --- Hello, R users! I am trying to double integrate the following expression: # expression (1/(2*pi))*exp(-y2/2)*sqrt((y1/(y2

Re: [R] How to double integrate a function in R

2013-07-26 Thread Hans W Borchers
Tiago V. Pereira mbe.bio.br> writes: > I am trying to double integrate the following expression: > > # expression > (1/(2*pi))*exp(-y2/2)*sqrt((y1/(y2-y1))) > > for y2>y1>0. > > I am trying the following approach > > # first attempt > > library(cubature) > fun <- function(x) { (1/(2*

Re: [R] How to double integrate a function in R

2013-07-26 Thread David Winsemius
On Jul 26, 2013, at 9:33 AM, David Winsemius wrote: > fun2 <- function(x,y) { (x0)* (1/(2*pi))*exp(-y/2)* sqrt((x/(y-x)))} > persp(outer(0:5, 0:6, fun2) ) There does seem to be some potential pathology at the edges of the range, Restricting it to x >= 0.03 removes most of that concern. fun2

Re: [R] How to double integrate a function in R

2013-07-26 Thread David Winsemius
On Jul 26, 2013, at 8:44 AM, Tiago V. Pereira wrote: > I am trying to double integrate the following expression: > > # expression > (1/(2*pi))*exp(-y2/2)*sqrt((y1/(y2-y1))) > > for y2>y1>0. > > I am trying the following approach > > # first attempt > > library(cubature) >fun <- function

[R] How to double integrate a function in R

2013-07-26 Thread Tiago V. Pereira
Hello, R users! I am trying to double integrate the following expression: # expression (1/(2*pi))*exp(-y2/2)*sqrt((y1/(y2-y1))) for y2>y1>0. I am trying the following approach # first attempt library(cubature) fun <- function(x) { (1/(2*pi))*exp(-x[2]/2)*sqrt((x[1]/(x[2]-x[1])))}