R help - Mar 2012 - Two dimensional integration

Dear R Members,

I want to know a fast R function to do multidimensional integration.  I used
the function 'cuhre' in R2cuba library. But it takes painful time to get
the
answer. 

I would be thankful if anyone could help me out to solve this problem

Thanks

Niroshan




--
View this message in context:
http://r.789695.n4.nabble.com/Two-dimensional-integration-tp4468282p4468282.html
Sent from the R help mailing list archive at Nabble.com.

Hi,

Try the cubature package, and maybe play with the tolerance.

HTH,

b.

On 13 March 2012 18:39, Niroshan <wnnperer at ucalgary.ca>
wrote:
> Dear R Members,
>
> I want to know a fast R function to do multidimensional integration. ?I
used
> the function 'cuhre' in R2cuba library. But it takes painful time
to get the
> answer.
>
> I would be thankful if anyone could help me out to solve this problem
>
> Thanks
>
> Niroshan
>
>
>
>
> --
> View this message in context:
http://r.789695.n4.nabble.com/Two-dimensional-integration-tp4468282p4468282.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help at r-project.org 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.