Rui,Thanks for your help in getting the result with for loops. That is useful,
but I have a complicated integral and I am interested in improving the
performance with the benefit of vectorization.
In the solution from Bert, I would like to know how I can extract the numerical
vector from the function fv. That is, extract the fv$value as a vector. I can
then perhaps try to improvise and extend it to arrays.Thanks,Ravi
On Saturday, 10 August 2019, 20:03:22 CEST, Bert Gunter
<[email protected]> wrote:
Ravi:
First of all, you're calling Vectorize incorrectly. The first argument must be
a function *name*, not a function call. Here's what you need to do (and thanks
for the reprex -- wouldn't have been able to help without it!):
f2 <- function(a,b,c)integrate(function(x){exp(-a*x^3-b*x^2-c*x)},lower
=0,upper = Inf)
fv <- Vectorize(f2,vectorize.args=c("a","b","c"),SIMPLIFY=TRUE)
Second of all, as you may realize, the vectorization uses mapply() and so
vectorizes the c(a,b,c) triplet "in parallel," which will "recycle" shorter
arguments to the length of longer. Hence you will get 6 results from your
example:
> fv(a,b,m)
[,1] [,2] [,3] [,4] [,5]
[,6]
value 0.09207851 0.0635289 0.04837997 0.08856628 0.06224138
0.04777941
abs.error 3.365173e-08 3.108388e-06 1.00652e-09 3.284876e-09 1.796619e-08
6.348142e-09
subdivisions 2 1 2 2 2 2
message "OK" "OK" "OK" "OK" "OK"
"OK"
call Expression Expression Expression Expression Expression
Expression
Cheers,Bert
Bert Gunter
"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
On Sat, Aug 10, 2019 at 10:20 AM ravi via R-help <[email protected]> wrote:
Hi all,I am having some difficulties in vectorizing the integrate function. Let
me explain with an example.
a <- 10; b <- 3; c <- 4
f <- function(x) {exp(-a*x^3-b*x^2-c*x)}
integrate(f,0,Inf) # works fine
My difficulties start when I want to vectorize.
# attempts to vectorize fail
a <- seq(from=0,to=1,by=0.5)
b <- seq(from=5,to=10,by=1)
m <- seq(from=10,to=20,by=5)
f2 <- function(x,a,b,c) {exp(-a*x^3-b*x^2-m*x)}
fv <- Vectorize(integrate(f2,0,Inf),vectorize.args=c("a","b","m"),SIMPLIFY=TRUE)
I want the result as a 3-d array with dimensions of the lengths of a, b and c.
I have tried several variants but am not having much luck. Will appreciate any
help that I can get.
Thanks,Ravi Sutradhara
[[alternative HTML version deleted]]
______________________________________________
[email protected] mailing list -- To UNSUBSCRIBE and more, see
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.
[[alternative HTML version deleted]]
______________________________________________
[email protected] mailing list -- To UNSUBSCRIBE and more, see
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.
