On Jun 14, 2014, at 7:40 AM, Christofer Bogaso wrote:
> 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(cubatur
On 22-04-2013, at 15:04, Hicham Mezouara wrote:
>
> hello
> I work on
> the probabilities of bivariate normal distribution. I need
> integrate the
> following function.
> f (x, y) = exp [- (x ^ 2 + y ^ 2 + x * y)] with - ∞ ≤ x ≤
> 7.44 and - ∞ ≤ y ≤ 1.44 , either software R or matlab Versio
On Mon, Apr 22, 2013 at 2:04 PM, Hicham Mezouara wrote:
> hello
> I work on
> the probabilities of bivariate normal distribution. I need
> integrate the
> following function.
> f (x, y) = exp [- (x ^ 2 + y ^ 2 + x * y)] with - ∞ ≤ x ≤
> 7.44 and - ∞ ≤ y ≤ 1.44 , either software R or matlab Ver
Michael Meyer yahoo.com> writes:
>
Check your logic. The following lines show that integrate *does* return the
correct values:
a = 0.08 # alpha
M <- function(j,s){ return(exp(-j*a*s)) }
A <- matrix(NA, 5, 5)
for (i in 1:5) {
for (j in i:5) {
f <-
y 8, 2012 1:44 PM
Subject: Re: [R] Numerical integration of a two dimensional function over a disk
"Simply impossible" seems an odd description for a technique described in every
elementary calculus text under the heading "integration in cylind
"Simply impossible" seems an odd description for a technique described in every
elementary calculus text under the heading "integration in cylindrical
coordinates".
---
Jeff NewmillerThe .
thanks for the Italian!
I apologize for my previuos explanation which was not clear
actually there are two "k" parameters, so I change one them; let's put it
this way
/# these are the 3 parameters
a<- 414.566
b<- 345.5445
g<- -0.9695679
xstar<- 1397.923
*m<-100*
#I create a vector
pars <-
thank you very much for your suggestion!
I tried to do that with the psf I need to use: the 3 parameters Lognormal. I
did that with a single xstar and a single triplet of parameters to check it
works.[I put some numbers to make it woks , but actually they comes from
statistical analysis]
/# the
Hi:
You could write the function this way:
f <- function(x, xstar, k) dnorm(x) * k * x * (x >= xstar)
where the term in parentheses is a logical. For any x < xstar, f will
be zero by definition. Substitute your density in for dnorm().
To integrate over a grid of (xstar, k) values, you could try
The domain of the beta distribution as defined in R is 0 <= x <= 1 and as
shown by David Winsemius it is undefined outside [0,1]. But thats sort of
the question I have.
To elaborate, I have a variable with 0 as its natural lower limit but can
assume any positive number as an upper limit. So its do
On Jun 23, 2011, at 8:55 AM, Adan_Seb wrote:
Here is a self-contained example of my problem.
set.seed(100)
x = rbeta(100, 10.654, 10.439)
# So the shape parameters and the exteremes are
a = 10.654
b = 10.439
xmax = 1
xmin = 0
# Using the non-standardized form (as in my application and this
s
Here is a self-contained example of my problem.
set.seed(100)
x = rbeta(100, 10.654, 10.439)
# So the shape parameters and the exteremes are
a = 10.654
b = 10.439
xmax = 1
xmin = 0
# Using the non-standardized form (as in my application and this shouldn't
make any difference) of the
# Beta densi
In the limit as x goes to infinity, the integrand x f(x) should go to 0
sufficiently fast in order for the integral to be finite. The error indicates
that the integrand becomes infinite for large x. Check to ensure that the
integrand is correctly specified.
I don't understand how you can repla
On Nov 17, 2010, at 6:44 AM, Eduardo de Oliveira Horta wrote:
Hi!
I was wondering if there are any other functions for numerical
integration,
besides 'integrate' from the stats package, but which wouldn't
require the
integrand to be vectorized. Oh, and must be capable of integrating
over
> -Original Message-
> From: Julio Rojas [mailto:jcredbe...@ymail.com]
> Sent: Friday, December 18, 2009 9:06 AM
> To: William Dunlap; r-help@r-project.org
> Subject: RE: [R] Numerical Integration
>
> Thanks a lot William. I'm sorry about the syntax problem. I
ain, thanks.
One last question: Is there a way to use "approx" as the integrand?
Best regards.
Julio
--- El vie 18-dic-09, William Dunlap escribió:
> De: William Dunlap
> Asunto: RE: [R] Numerical Integration
> A: "Julio Rojas"
> Fecha: viernes, 18 diciembre
Hi Marcus,
I always use a smaller error tolerance in `integrate' than the default
value. I generally use 1.e-07, whereas the default is only about 1.e-04.
Sometimes you may also need to increase the number of subdivisions from its
default value of 100.
Your problem disappears if you use a smalle
My goodness! Did you try ?integrate ?
Bert Gunter
Genentech Nonclinical Biostatistics
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Roslina Zakaria
Sent: Thursday, September 10, 2009 3:36 PM
To: r-help@r-project.org
Subject: [R]
Hi,
You may want to try the double exponential transformation on the numerator and
the denominator on this one.
The method is described in detail here:
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.prims/1145474600
If you want to give it a shot outside
On Fri, 7 Mar 2008, Max wrote:
> Prof Brian Ripley formulated on Friday :
>> On Fri, 7 Mar 2008, Max wrote:
>>
>>> Dear UseRs,
>>>
>>> I'm curious about the derivative of n!.
>>>
>>> We know that Gamma(n+1)=n! So when on takes the derivative of
>>> Gamma(n+1) we get Int(ln(x)*exp(-x)*x^n,x=0..Inf)
Hi max,
Prof. Ripley is right. Your problem is that you missed a (-) sign in the
exponential. Here is a demonstration showing the agreement between
numerical and analytical results:
gx <- function(x, n) exp(-x) * x^n * log(x)
df <- function(n) {integrate(gx, lower=0, upper=Inf, n=n)$val}
lib
Prof Brian Ripley formulated on Friday :
> On Fri, 7 Mar 2008, Max wrote:
>
>> Dear UseRs,
>>
>> I'm curious about the derivative of n!.
>>
>> We know that Gamma(n+1)=n! So when on takes the derivative of
>> Gamma(n+1) we get Int(ln(x)*exp(-x)*x^n,x=0..Inf).
>>
>> I've tried code like
>>
>>> in
Hi Max,
The analytic integral \int _0 ^\Inf exp(-t) t^n log(t) might not converge
because the integrand tends to -Inf as t -> 0.
So, here is a numerical approach to estimating the derivative of the gamma
function:
library(numDeriv)
fx <- function(x, n) exp(-x) * x^n
gf <- function(n) {integrat
On Fri, 7 Mar 2008, Max wrote:
> Dear UseRs,
>
> I'm curious about the derivative of n!.
>
> We know that Gamma(n+1)=n! So when on takes the derivative of
> Gamma(n+1) we get Int(ln(x)*exp(-x)*x^n,x=0..Inf).
>
> I've tried code like
>
>> integrand<-function(x) {log(x)*exp(x)*x^n}
>> integrate(inte
Chris Rhoads wrote:
>
>
> I wish to find the root of a function of two variables that is defined by
> an integral which must be
> evaluated numerically.
>
> So the problem I want to solve is of the form: Find k such that f(k)=0,
> where f(y) = int_a^b
> g(x,y) dx. Again, the integral
> invo
On Tue, Feb 19, 2008 at 11:07 PM, Chris Rhoads
<[EMAIL PROTECTED]> wrote:
> To start, let me confess to not being an experienced programmer, although I
> have used R fairly
> extensively in my work as a
> graduate student in statistics.
>
> I wish to find the root of a function of two variable
26 matches
Mail list logo
