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libsnmp
2007 Nov 05
0
multidimensional integration with adapt
...imensional function that already calls the
function adapt. More precisely, I am calling
adapt(2,lower=c(-100,-100),upper=c(100,100),functn=function(s){1-exp(-50*Unc
enteredGauss(c(-10,10,-10,10),60,s)})
where UncenteredGauss is given by the following code in R:
UncenteredGauss=function(limsamp,sigma2,s)
{
int=adapt(2,lower=c(limsamp[1],limsamp[3]),upper=c(limsamp[2],limsamp[4]),fu
nctn=function(u){h(sigma2,s,u)})
value=int$value
return(value)
}
h=function(sigma2,s,u){1/(2*pi*sigma2)*exp(-((u[1]-s[1])^2+(u[2]-s[2])^2)/(2
*sigma2))}
This does not return an error message but a va...