Hi,
By defining your function appropriately (e.g. using indicator functions),
you can make "adapt" work:
myfunc <- function(x) {
x[1]*x[2] * (x[1] >= x[2])
}
# Exact answer is 1/8
> library(adapt)
> adapt(2, lo=c(0,0), up=c(1,1), functn=myfunc)
value relerr minpts lenwrk ifail
0.1250612 0.009995054 5907 1123 0
Ravi.
----------------------------------------------------------------------------
-------
Ravi Varadhan, Ph.D.
Assistant Professor, The Center on Aging and Health
Division of Geriatric Medicine and Gerontology
Johns Hopkins University
Ph: (410) 502-2619
Fax: (410) 614-9625
Email: rvaradhan at jhmi.edu
Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html
----------------------------------------------------------------------------
--------
-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Saptarshi Guha
Sent: Tuesday, February 13, 2007 3:34 PM
To: R-Help
Subject: [R] Multidimensional Integration over arbitrary sets
Hi,
I need to integrate a 2D function over range where the limits depend
on the other e.g integrate f(x,y)=x*y over {x,0,1} and {y,x,1}.
i.e \int_0^1 \int_x^1 xy dydx
I checked adapt but it doesn't seem to help here. Are they any
packages for this sort of thing?
I tried RSitesearch but couldn't find the answer to this.
Many thanks for you help.
Regards
Saptarshi
Saptarshi Guha | sapsi at pobox.com | http://www.stat.purdue.edu/~sguha
[[alternative HTML version deleted]]
______________________________________________
R-help at stat.math.ethz.ch mailing list
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.