Displaying 5 results from an estimated 5 matches for "functionevalu".
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2011 Nov 10
2
performance of adaptIntegrate vs. integrate
...integrate
time2 <- system.time(replicate(1e3, {
b <<- integrate(integrand, -1, 1, rel.tol=tolerance, subdivisions=Nmax)
}) )
time1
user system elapsed
2.398 0.004 2.403
time2
user system elapsed
0.204 0.004 0.208
a$integral
> [1] 0.0177241
b$value
> [1] 0.0177241
a$functionEvaluations
> [1] 345
b$subdivisions
> [1] 10
Somehow, adaptIntegrate was using many more function evaluations for a
similar precision. Both methods apparently use Gauss-Kronrod
quadrature, though ?integrate adds a "Wynn's Epsilon algorithm". Could
that explain the large timing diffe...
2011 Jan 27
0
adaptIntegral takes too much time
Hello Dear List members,
as you can see (and guess) from the code below
adaptIntegrate(f,lowerLimit=c(-1,-1),upperLimit=c(.9999,.9999))
$integral
[1] 9.997e-09
$error
[1] 1.665168e-16
$functionEvaluations
[1] 17
$returnCode
[1] 0
> adaptIntegrate(f,lowerLimit=c(-1,-1),upperLimit=c(1,1))
the last command runs for 45 mins now.
-this one takes only less than sec:
adaptIntegrate(f,lowerLimit=c(-1,-1),upperLimit=c(.9999,.9999))
-but this runs to infinity:
(I ll leave computer open all nigh...
2013 Apr 22
2
numerical integration of a bivariate function
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 Version R 2009a
Thank you
for helping me
Regards
Mezouara
hicham
PhD in
Metrology
Hicham_dess
@ yahoo.fr
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2013 Feb 16
3
two dimensional integration
Dear R-users,
I'm wondering how to calculate this double integral in R:
int_a^b int_c^y g(x, y) dx dy
where g(x,y) = exp(- alpha (y - x)) * b
Thanks for answering!
Cheers,
Alui
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2010 Sep 21
3
bivariate vector numerical integration with infinite range
Dear list,
I'm seeking some advice regarding a particular numerical integration I
wish to perform.
The integrand f takes two real arguments x and y and returns a vector
of constant length N. The range of integration is [0, infty) for x and
[a,b] (finite) for y. Since the integrand has values in R^N I did not
find a built-in function to perform numerical quadrature, so I wrote
my own after