Displaying 10 results from an estimated 10 matches for "quadpack".
2001 Jul 12
1
more subroutines for integrate()
I was pleased to find integrate() using the quadpack routines "dqags" and
"dqagi". However, I would also like to have the routine "dqawoe"
included. This routine is summarized as follows...
c***keywords automatic integrator, special-purpose,
c integrand with oscillatory cos or sin factor,
c cl...
2006 Jul 12
0
glmmML updated
...auss-Hermite quadrature (GHQ) is now used for the evaluation of the
integrals in the log likelihood function. The user can choose the number
of points (default is 16), I _think_ that choosing 1 point will result
in a Laplace approximation. The integrals in the score and hessian
are evaluated by the QUADPACK function 'Rdqagi' which is the C code
behind the R function 'integrate'. This specific combination of the two
methods seems to work best. (I often get _exactly_ (up to seven digits)
the same value with the two methods, but in some extreme cases one may
fail and not the other.)
New...
2000 Nov 17
1
Ordinary differential equations in R?
Is there any R code available for solving ODE's? I am considering building
an interface to ODEPACK, but don't want to duplicate any existing effort.
--
Tom Wainwright
NOAA/NMFS/NWFSC
2030 S Marine Science Dr
Newport, OR 97365 USA
thomas.wainwright at noaa.gov
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read
2004 Jul 09
1
Example using Rdqags
This is not a direct answer to your question, but if all you want to do is
integrate a function numerically, you don't need to be doing it through R.
You should be able to find codes that you can use directly, such as quadpack
or even GSL. You may want to search on GAMS (Guide to Available
Mathematical Software, http://gams.nist.gov/).
Andy
> From: Victoria Landsman
>
> Dear all,
> I'd like to use the Rmath library for calling R functions in
> C code. I have no any experience in this. I am trying...
2006 Jul 12
0
glmmML updated
...auss-Hermite quadrature (GHQ) is now used for the evaluation of the
integrals in the log likelihood function. The user can choose the number
of points (default is 16), I _think_ that choosing 1 point will result
in a Laplace approximation. The integrals in the score and hessian
are evaluated by the QUADPACK function 'Rdqagi' which is the C code
behind the R function 'integrate'. This specific combination of the two
methods seems to work best. (I often get _exactly_ (up to seven digits)
the same value with the two methods, but in some extreme cases one may
fail and not the other.)
New...
2011 Apr 25
1
R equivalent to (D)QDAWO in Fortran?
Hi useRs,
I have a set of fortran code that was passed down from previous students, and I am converting its algorithm into R codes.
I encounter this function in Fortran (D)QDAWO, which numerically integrates a function f with a user-specified cosine or sine weight. It is used because the original function that I want to integrate is f(x)*cos(x).
I tried in R to directly integrate by
2018 Mar 23
1
Integrate erros on certain functions
In the help for ?integrate:
>When integrating over infinite intervals do so explicitly, rather than
just using a large number as the endpoint. This increases the chance of a
correct answer ? any function whose integral over an infinite interval is
finite must be near zero for most of that interval.
I understand that and there are examples such as:
## a slowly-convergent integral
integrand
2005 Aug 31
5
"best" c++ matrix library?
Hi folks,
I am planning to write some more time-consuming matrix manipulations
in c++. What is the experience with the existing c++ matrix
libraries? Do you have some recommendations? Are some libraries more
compatible with R than the others?
All suggestions welcome!
Best,
Ott
2013 Jul 16
2
Problem following an R bug fix to integrate()
I have been told by the CRAN administrators that the following code generated
an error on 64-bit Fedora Linux (gcc, clang) and on Solaris machines (sparc,
x86), but runs well on all other systems):
> fn <- function(x, y) ifelse(x^2 + y^2 <= 1, 1 - x^2 - y^2, 0)
> tol <- 1.5e-8
> fy <- function(x) integrate(function(y) fn(x, y), 0, 1,
2010 Dec 06
3
0.5 != integrate(dnorm,0,20000) = 0
Hello:
The example "integrate(dnorm,0,20000)" says it "fails on many
systems". I just got 0 from it, when I should have gotten either an
error or something close to 0.5. I got this with R 2.12.0 under both
Windows Vista_x64 and Linux (Fedora 13); see the results from Windows
below. I thought you might want to know.
Thanks for all your work in creating