There used to be an "adapt" package with an "integrate" function (I inverted the function/package name by mistake) in CRAN but it has been removed. Anyone knows why?
Christos > CC: argch...@hotmail.com; sarah_sanche...@yahoo.com; r-help@r-project.org > From: dwinsem...@comcast.net > To: rvarad...@jhmi.edu > Subject: Re: [R] Double Integration > Date: Fri, 2 Jul 2010 20:40:00 -0400 > > And an adapt() in fCopulae. > > -- > David. > On Jul 2, 2010, at 7:06 PM, Ravi Varadhan wrote: > > > There is no package called `integrate', but there is a function called > > `adaptIntegrate' in the "cubature" package. > > > > Ravi. > > > > -----Original Message----- > > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org > > ] On > > Behalf Of Christos Argyropoulos > > Sent: Friday, July 02, 2010 8:41 AM > > To: sarah_sanche...@yahoo.com; r-help@r-project.org > > Subject: Re: [R] Double Integration > > > > > > Function adapt in package integrate maybe? > > > >> Date: Thu, 1 Jul 2010 05:30:25 -0700 > >> From: sarah_sanche...@yahoo.com > >> To: r-help@r-project.org > >> Subject: [R] Double Integration > >> > >> Dear R helpers > >> > >> I am working on the Bi-variate Normal distribution probabilities. I > >> need > > to double integrate the following function (actually simplified form > > of > > bivariate normal distribution) > >> > >> f(x, y) = exp [ - 0.549451 * (x^2 + y^2 - 0.6 * x * y) ] > >> > >> where 2.696 < x < 3.54 and -1.51 < y < 1.98 > >> > >> I need to solve something like > >> > >> > >> INTEGRATE (2.696 to 3.54) dx INTEGRATE [(-1.51 to 1.98)] f(x, y) dy > >> > >> I have referred to stats::integrate but it deals with only one > >> variable. > >> > >> This example appears in Internal Credit Risk Model by Michael Ong > >> (page > > no. 160). > >> > >> Kindly guide. > >> > >> Regards > >> > >> Sarah > >> > >> > >> > >> > >> > >> > >> [[alternative HTML version deleted]] > >> > >> ______________________________________________ > >> R-help@r-project.org 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. > > > > _________________________________________________________________ > > Hotmail: Trusted email with powerful SPAM protection. > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-help@r-project.org 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-help@r-project.org 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. > > David Winsemius, MD > West Hartford, CT > _________________________________________________________________ Hotmail: Free, trusted and rich email service. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org 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.
