On Sat, 3 Jul 2010, Christos Argyropoulos wrote:
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?
It lacked a valid licence. It wasn't actually removed, rather
archived: see http://cran.r-project.org/src/contrib/Archive/adapt/
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
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Brian D. Ripley, rip...@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
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