Displaying 5 results from an estimated 5 matches for "nintegrate".
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2002 Nov 12
1
Probabilities for bivariate normal distribution with adapt
...adapt-package for multidimensional integration.
The problem is that I can`t specify the upper bound in the adapt-package
the way I need it because I don`t need a rectangular area. I want to
calculate the probability starting at the origin under the line y=x.
In MATHEMATICA it`s possible to use
NIntegrate[pdf, {x, 0, 5}, {y, 0, x}] with pdf as bivariate
normal distribution but it`s very slow.
Can anybody help me to do it in R ??
Thanks in advance
S?nke Iwersen
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r-help mailing list -- Read http://www.ci.tuwien...
2006 Aug 07
1
mathematica -> r (gamma function + integration)
Dear R-list,
I try to transform a mathematica script to R.
#######relevant part of the Mathematica script
(* p_sv *)
dd = NN (DsD - DD^2);
lownum = NN (L-DD)^2;
upnum = NN (H-DD)^2;
low = lownum/(2s^2);
up = upnum/(2s^2);
psv = NIntegrate[1/(s^NN) Exp[-dd/(2s^2)]
(Gamma[1/2,0,up] + Gamma[1/2,0,low]),{s,sL,sH},
MinRecursion->3];
PSV = psv/Sqrt[2NN];
Print["------------- Results ------------------------------------"];
Print[" "];
Print["p(sv|D_1D_2I) = const. ",N[PSV,6]];
########
# R part
l...
2006 Sep 01
1
integration problem with gamma function
...t is at the end of the email (with initial values for easy
reproduction) and can be pasted directly into R. The problematic part
(which is included below of course) is
<--- Original Mathematica --->
(* p_svbar *)
UiA = Ni (Dsi - 2Di A + A^2)/2;
UiiA = Nii (Dsii - 2Dii A + A^2)/2;
psvbar = NIntegrate[1/(UiA^(Ni/2)) 1/(UiiA^(Nii/2))
Gamma[Ni/2,UiA/(sH^2),UiA/(sL^2)]
Gamma[Nii/2,UiiA/(sH^2),UiiA/(sL^2)],{A,L,H},
MinRecursion->3];
PSVbar = psvbar/(4 Log[sH/sL]);
Print["p(s?v|D_1D_2I) = const. ",N[PSVbar,6]];
</--->
<--- translation to R --->
integpsvbar <-...
2005 Jan 20
1
Cauchy's theorem
In complex analysis, Cauchy's integral theorem states (loosely
speaking) that the path integral
of any entire differentiable function, around any closed curve, is zero.
I would like to see this numerically, using R (and indeed I would like
to use the
residue theorem as well).
Has anyone coded up path integration?
--
Robin Hankin
Uncertainty Analyst
Southampton Oceanography Centre
2009 Jan 08
0
Numerical Integration Problems
...n a project of mine that is similar to the one you describe (calculation of posterior expectations in Bayesian inference), and I can say that it works reasonably well.
As a side note, the DE method is one (actually the default) of the numerical integration methods implemented by Mathematica's NIntegrate function. It would be nice if someone found the time to augment R's integration facilities with this (and possibly other) numerical integration methods.
Christos Argyropoulos
University of Pittsburgh Medical Center
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s. It'...