Multidimensional Integration over arbitrary sets
Hi, Thanks! That should do it. Saptarshi Guha | sapsi at pobox.com | http://www.stat.purdue.edu/~sguha
On Feb 13, 2007, at 3:56 PM, Ravi Varadhan wrote:
Hi,
By defining your function appropriately (e.g. using indicator
functions),
you can make "adapt" work:
myfunc <- function(x) {
x[1]*x[2] * (x[1] >= x[2])
}
# Exact answer is 1/8
library(adapt) adapt(2, lo=c(0,0), up=c(1,1), functn=myfunc)
value relerr minpts lenwrk ifail 0.1250612 0.009995054 5907 1123 0 Ravi. ---------------------------------------------------------------------- ------ ------- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: rvaradhan at jhmi.edu Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/ Varadhan.html ---------------------------------------------------------------------- ------ -------- -----Original Message----- From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Saptarshi Guha Sent: Tuesday, February 13, 2007 3:34 PM To: R-Help Subject: [R] Multidimensional Integration over arbitrary sets Hi, I need to integrate a 2D function over range where the limits depend on the other e.g integrate f(x,y)=x*y over {x,0,1} and {y,x,1}. i.e \int_0^1 \int_x^1 xy dydx I checked adapt but it doesn't seem to help here. Are they any packages for this sort of thing? I tried RSitesearch but couldn't find the answer to this. Many thanks for you help. Regards Saptarshi Saptarshi Guha | sapsi at pobox.com | http://www.stat.purdue.edu/~sguha [[alternative HTML version deleted]]
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