Hi again,
I was tying to solve following 2-fold integration with package cubature.
However spending approximately 2 hours it failed to generate any number. I
am using latest R with win-7 machine having 4gb ram.
> library(cubature)
> f <- function(x) {
+ z1 <- x[1]
+ z2 <- x[2]
+
+ Rho = 1
+
+ L <- log(1 - pnorm(z1)) * log(1 - pnorm(Rho * z1 + sqrt(1 - Rho^2) * z2))
* dnorm(z1) * dnorm(z2)
+
+ return(L)
+ }; adaptIntegrate(f, lowerLimit = c(-Inf, -Inf), upperLimit = c(Inf, Inf))
Error in adaptIntegrate(f, lowerLimit = c(-Inf, -Inf), upperLimit = c(Inf,
:
'Realloc' could not re-allocate memory (1006632880 bytes)
In addition: Warning messages:
1: In adaptIntegrate(f, lowerLimit = c(-Inf, -Inf), upperLimit = c(Inf, :
Reached total allocation of 1535Mb: see help(memory.size)
2: In adaptIntegrate(f, lowerLimit = c(-Inf, -Inf), upperLimit = c(Inf, :
Reached total allocation of 1535Mb: see help(memory.size)
Would really appreciate if someone helps me to sort out this problem.
Thanks and regards,
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