Hi Ravi, your suggestion helped me as well a lot. If I look into that
function, I see this function is calling another function :
.Call("doCubature", as.integer(fDim), body(f.check),
as.double(lowerLimit), as.double(upperLimit), as.integer(maxEval),
as.double(absError), as.double(tol), new.env(), PACKAGE =
"cubature")
How I can see the interior of this "doCubature?"
Thanks,
-----Original Message-----
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Ravi Varadhan
Sent: 03 July 2010 04:36
To: 'Christos Argyropoulos'; sarah_sanche...@yahoo.com; r-help@r-project.org
Subject: Re: [R] Double Integration
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]]
>
> ______________________________________________
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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.
______________________________________________
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.
