Hello,
I came across a package called cubature (
http://cran.r-project.org/web/packages/cubature/index.html) to perform
multivariate integration. I was not able to understand few stuff:
What is the need for package flags under src/Makevars?
What is the purpose of fWrapper in the rcubature.c file?
-
From: Wei-han Liu
Date: Saturday, March 7, 2009 9:38 am
Subject: [R] multivariate integration and partial differentiation
To: r-help@r-project.org
> Hi R Users:
>
> Could somebody share some tips on implementing multivariate
> integration and partial differentiation
Hi R Users:
Could somebody share some tips on implementing multivariate integration and
partial differentiation in R?
For example, for a trivariate joint distribution (cumulative density function)
of F(x,y,z), how to differentiate with respect to x and get the bivariate
distribution (probabil
The adapt package has multivariate integration.
However, I am not sure you need the multivariate integration for the
example you describe: you only need one dimensional integration. For
this, you can check out
?integrate
For differentiation, depending on how well behaved the cdf is, you
could u
Could somebody share some tips on implementing multivariate integration and
partial differentiation in R?
For example, for a trivariate joint distribution (cumulative density function)
of F(x,y,z), how to differentiate with respect to x and get the bivariate
distribution (probability density fu
Could somebody share some tips on implementing multivariate integration and
partial differentiation in R?
For example, for a trivariate joint distribution (cumulative density function)
of F(x,y,z), how to differentiate with respect to x and get the bivariate
distribution (probability density fu
On 11/11/2007, at 1:43 AM, Uwe Ligges wrote:
> Paul Smith wrote:
>> Dear All,
>>
>> Can R perform multivariate integration with infinite limits of
>> integration?
>
> No, R does numerical (not symbolical) calculations, hence it can never
> perform integration (not even univariate) with infinite
Thanks to all who corrected my misinformation!
Uwe Ligges
S Ellison wrote:
> Ermmm... from ?integrate
> "Description:
>
> Adaptive quadrature of functions of one variable over a finite or
> infinite interval."
>
> R maps infinite intervals to a finite interval before numerical integ
Ermmm... from ?integrate
"Description:
Adaptive quadrature of functions of one variable over a finite or
infinite interval."
R maps infinite intervals to a finite interval before numerical integration,
provided that you tell it that the limits are infinite.
Using integrate() over mult
On Sat, 10 Nov 2007, Uwe Ligges wrote:
>
>
> Paul Smith wrote:
>> Dear All,
>>
>> Can R perform multivariate integration with infinite limits of integration?
>
> No, R does numerical (not symbolical) calculations, hence it can never
> perform integration (not even univariate) with infinite limits.
On Nov 10, 2007 12:43 PM, Uwe Ligges <[EMAIL PROTECTED]> wrote:
> > Can R perform multivariate integration with infinite limits of integration?
>
> No, R does numerical (not symbolical) calculations, hence it can never
> perform integration (not even univariate) with infinite limits.
Not entirely
Paul Smith wrote:
> Dear All,
>
> Can R perform multivariate integration with infinite limits of integration?
No, R does numerical (not symbolical) calculations, hence it can never
perform integration (not even univariate) with infinite limits.
Uwe Ligges
> Thanks in advance,
>
> Paul
>
Dear All,
Can R perform multivariate integration with infinite limits of integration?
Thanks in advance,
Paul
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