[R] Double Infinite Integration

David Winsemius
Thu, 05 Dec 2013 17:35:34 -0000

On Dec 4, 2013, at 12:07 PM, Aya Anas wrote:

> Hello all,
>
> I need to perform the following integration where the integrand is the
> product of three functions:
> f(x)g(y)z(x,y)

Since f(x) does not depend on y, could you not do:

Int( f(x) * Int( Int( g(y)*z(x,y).dy)).dx)   # not R code

Then use the standard approaches described in several postings to R-help over
the years. I'm not a mathematician so anyone is free to correct
this.
>
> the limits of x are(0,inf) and the limits of y are(-inf,inf).
>
> Could this be done using R? I tried using the function integrate 2 times,
> but it didn't work:
> z<- function(x,y) {
>
>
> }

What we see above is empty space where a body of a function should be.

> f<-function(x){
> rr<-"put here the function in x" *integrate(function(y) z(x,
y),
> -Inf,Inf)$value
> return(rr)
> }

Surely you didn't enter that!

>
> rr2<-integrate(function(x) f(x), 0, Inf)$value
> print(rr2)

Perhaps using a more modern tool would be quicker than learning how to do
multiple integration with `integrate()`:

http://cran.r-project.org/web/packages/cubature/index.html

>
>   I didn't get any output at all!!!

Rather that send extraneous exclamation marks, please read the Posting Guide and
learn how to get your mail client to send plain text so that the full R code can
flow freely onto our devices from yours.

>
> Thanks,
> Aya
>
>
> --
> Best Regards

>
> 	[[alternative HTML version deleted]]

No, no, no.

>
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--

David Winsemius
Alameda, CA, USA