similar to: cuhre usage ?? multidimensional integration

Displaying 7 results from an estimated 7 matches similar to: "cuhre usage ?? multidimensional integration"

2011 Mar 29
5
Integration with variable bounds
If this is posted elsewhere I cannot find it. I need to perform multiple integration where some of the variables are in the bounds of the other variables. I was trying to use R2Cuba function but cannot set the upper and lower bounds. My code so far is : int <- function(y){ u2 = y[1] z2 = y[2] u1 =y[3] z1 = y[4] ff <- u1*(z1-u1)*u2*(z2-u2)*exp(-0.027*(12-z2)) return(ff) }
2011 Dec 06
2
configuring a package for own personal needs
Hi All, There is a function in package "R2Cuba" called Cuhre that I need to use. It keeps spitting out a new-line which I really dont want it to do. So I was wondering what is the best way of configuring the package. I tried copying and pasting the code into Cuhre2 and getting rid of the newline command BUT that didn't work since it seems to have some private functions which I do
2011 Dec 02
1
R2Cuba package, failed with message ‘Dimension out of range’
Hi All, I get the message failed with message ‘Dimension out of range’ when using cuhre in package R2Cuba. Does anyone know what this mean? Or would I need to email the package author? The funny thing is it does give a result and comparing it to "adaptIntegrate" in package cubature, the two numbers are very close. Thanks, Sachin [[alternative HTML version deleted]]
2012 Mar 13
1
Two dimensional integration
Dear R Members, I want to know a fast R function to do multidimensional integration. I used the function 'cuhre' in R2cuba library. But it takes painful time to get the answer. I would be thankful if anyone could help me out to solve this problem Thanks Niroshan -- View this message in context: http://r.789695.n4.nabble.com/Two-dimensional-integration-tp4468282p4468282.html Sent
2012 May 23
0
Error from using adaptIntegrate within a function that is then integrated
I want to measure the error in the estimation of a 2 dimensional density function that is calculated using an integral but run into problems trying to integrate with adaptIntegrate because the integrand also calls the function adaptIntegrate. In particular I want \int \hat{f}(x,y) - f(x,y) dx dy where \hat{f}(x,y) = \int K(a,b, x, y) da db and in this simulation study I know what the true value
2009 Dec 22
0
Rcpp 0.7.0: R/C++ integration now even easier
Rcpp version 0.7.0 went onto CRAN this weekend. The key new features are o inline support, taken from Oleg Sklyar's neat inline package and adapted/extented to support Rcpp as well as external libraries (see below for an example); this even works on Windows (provided you have Rtools installed and configured); o addition of a new simple type RcppSexp for importing or
2009 Dec 22
0
Rcpp 0.7.0: R/C++ integration now even easier
Rcpp version 0.7.0 went onto CRAN this weekend. The key new features are o inline support, taken from Oleg Sklyar's neat inline package and adapted/extented to support Rcpp as well as external libraries (see below for an example); this even works on Windows (provided you have Rtools installed and configured); o addition of a new simple type RcppSexp for importing or