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2011 Jun 29
1
Numerical integration
Hello!
I know that probably my question is rather simple but I' m a very beginner
R-user.
I have to numerically integrate the product of two function A(x) and B(x).
The integretion limits are [X*; +inf]
Function A(x) is a pdf function while B(x)=e*x is a linear function whose
value is equal to 0 when the x < X*
Moreover I have to iterate this process for different value of X* and for
2009 Sep 17
2
R functions with array arguments
...ne of which is an array, but I find that the result is a
single value instead of an array.
This is the example I'm working on:
# define integration limit vector
> Mabslim <- c(-17.95, -16.65, -17.27, -17.62, -16.76, -17.07, -17.02)
# Define function
> schech<-function(x,alpha,xstar) (10^(0.4*(alpha+1)*(xstar-
x))*exp(-10^(0.4*(xstar-x))))
# Define new function integrating the previous one
> my_gamma<-function(alpha,xstar,xlim,xmax)
integrate(schech,xmax,xlim,alpha,xstar)$value
> my_gamma(-1,-21,Mabslim,-27)
[1] 2.487746
Note that 'Mabslim' is used as...
2009 Apr 23
2
Two 3D cones in one graph
...TRUE,nrow=2)
G<-eigen(Sigma)
E1<-t(G$vector%*%t(A))
E2<-t(diag(sqrt(G$values))%*%t(E1))
mu<-c(0.1,0.2)
E3<-sweep(E2,2,-mu)
a<-sqrt(max(rowSums(sweep(E3,2,mu)**2)))
b<-sqrt(min(rowSums(sweep(E3,2,mu)**2)))
astar<-as.numeric(a+abs(mu[1]))
bstar<-as.numeric(b+abs(mu[2]))
xstar<-seq(-astar,astar,len=50)
ystar<-seq(-bstar,bstar,len=50)
g<-expand.grid(x=xstar,y=ystar)
p1<-2*g$x*mu[1]/a**2+2*g$y*mu[2]/b**2
p2<-(g$x**2/a**2+g$y**2/b**2)
p3<-mu[1]**2/a**2+mu[2]**2/b**2-1
q<-(p1+sqrt(p1**2-4*p2*p3))/(2*p2)
z<-sqrt(1-(q*g$x)**2-(q*g$y)**2)
zstar<-(z...