search for: uncenteredgauss

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2007 Nov 05
0
multidimensional integration with adapt
...o, I apologize for eventual double-posting. I am trying to integrate a 2-dimensional 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]...