Displaying 20 results from an estimated 2000 matches similar to: "adaptIntegrate - how to pass additional parameters to the integrand"
2011 Nov 10
2
performance of adaptIntegrate vs. integrate
Dear list,
[cross-posting from Stack Overflow where this question has remained
unanswered for two weeks]
I'd like to perform a numerical integration in one dimension,
I = int_a^b f(x) dx
where the integrand f: x in IR -> f(x) in IR^p is vector-valued.
integrate() only allows scalar integrands, thus I would need to call
it many (p=200 typically) times, which sounds suboptimal. The
2013 Mar 21
1
"adaptIntegrate" function
Hi all,
it seems that there is problem with function "adaptIntegrate",
when the integration limits is infinity.
Please see the code below. The second integration does not
seem to work.
Can anyone familiar with this give some help?
Thank you with much.
Hanna
library(mnormt)
library(cubature)
ff <- function(x, rho){
mu <- rep(0,3)
Sigma
2010 Sep 21
3
bivariate vector numerical integration with infinite range
Dear list,
I'm seeking some advice regarding a particular numerical integration I
wish to perform.
The integrand f takes two real arguments x and y and returns a vector
of constant length N. The range of integration is [0, infty) for x and
[a,b] (finite) for y. Since the integrand has values in R^N I did not
find a built-in function to perform numerical quadrature, so I wrote
my own after
2012 Mar 25
1
cubature
Hi,
I am using adaptIntegrate from Cubature to do numerical integration on a
double integral with a 1 x 2 vector x.
Say the function is something simple to start like f(x)=x1*x2 and I wish to
integrate x1 over (0,365-x2) and x2 over (0,365)
f <- function(x) {(x[2])*(x[1])} # "x" is vector
int1<-adaptIntegrate(f, lowerLimit = c(0, 0), upperLimit = c(365-x[2], 365))
I recieve
2013 Jan 08
2
Integration in R
Hi R-users.
I'm having difficulty with an integration in R via
the package "cubature". I'm putting it with a simple example here. I wish
to integrate a function like:
f(x1,x2)=2/3*(x1+x2) in the interval 0<x1<x2<7. To be sure I tried it
by hand and got 114.33, but the following R code is giving me 102.6667.
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
2012 Oct 02
3
Integration in R
Dear R-users,
I am facing problem with integrating in R a likelihood function which is a
function of four parameters. It's giving me the result at the end but
taking more than half an hour to run. I'm wondering is there any other
efficient way deal with. The following is my code. I am ready to provide
any other description of my function if you need to move forward.
2012 May 21
0
Erratic error with adaptIntegrate in cubature package
Hi everyone,
I have been using adaptIntegrate from the cubature package for a
multidimensional integral that has infinite variance (and so not
appropriate for Monte Carlo techniques). Most of the time it works but
sometimes (though not always) when I slightly increase the accuracy I want,
or increase the bounds of integration I get the following error:
REAL() can only be applied to a
2013 Mar 05
2
Error message
Dear all,
I got an error message when running the following code.
Can anyone give any suggestions on fixing this type of error?
Thank you very much in advance.
Hanna
> integrand <- function(x, rho, a, b, z){
+ x1 <- x[1]
+ x2 <- x[2]
+ Sigma <- matrix(c(1, rho, rho, 1), 2,2)
+ mu <- rep(0,2)
+ f <-
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
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2013 Feb 16
3
two dimensional integration
Dear R-users,
I'm wondering how to calculate this double integral in R:
int_a^b int_c^y g(x, y) dx dy
where g(x,y) = exp(- alpha (y - x)) * b
Thanks for answering!
Cheers,
Alui
[[alternative HTML version deleted]]
2013 Apr 22
2
numerical integration of a bivariate function
hello
I work on
the probabilities of bivariate normal distribution. I need
integrate the
following function.
f (x, y) = exp [- (x ^ 2 + y ^ 2 + x * y)] with - ∞ ≤ x ≤
7.44 and - ∞ ≤ y ≤ 1.44 , either software R or matlab Version R 2009a
Thank you
for helping me
Regards
Mezouara
hicham
PhD in
Metrology
Hicham_dess
@ yahoo.fr
[[alternative HTML version deleted]]
2011 May 30
1
Error in minimizing an integrand using optim
Hi,
Am not sure if my code itself is correct. Here's what am trying to do:
Minimize integration of a function of gaussian distributed variable 'x' over
the interval qnorm(0.999) to Inf by changing value of parameter 'mu'. mu is
the shift in mean of 'x'.
Code:
# x follows gaussian distribution
# fx2 to be minimized by changing values of mu
# integration to be done over
2012 Oct 20
4
Error in integrate(integrand, 0, Inf) : non-finite function value
Dear R users,
When I run the code below, I get the error "Error in integrate(integrand, 0,
Inf) : non-finite function value". The code works if the function returns
only "sum(integ)". However, I want to add "cmh" to it. When I add "cmh" I
get that error. I can't figure out why this is happening because my
integrate function has nothing to do with
2011 Jan 27
0
adaptIntegral takes too much time
Hello Dear List members,
as you can see (and guess) from the code below
adaptIntegrate(f,lowerLimit=c(-1,-1),upperLimit=c(.9999,.9999))
$integral
[1] 9.997e-09
$error
[1] 1.665168e-16
$functionEvaluations
[1] 17
$returnCode
[1] 0
> adaptIntegrate(f,lowerLimit=c(-1,-1),upperLimit=c(1,1))
the last command runs for 45 mins now.
-this one takes only less than sec:
2010 Jul 01
3
Double Integration
Dear R helpers
I am working on the Bi-variate Normal distribution probabilities. I need to double integrate the following function (actually simplified form of bivariate normal distribution)
f(x, y) = exp [ - 0.549451 * (x^2 + y^2 - 0.6 * x * y) ]
where 2.696 < x < 3.54 and -1.51 < y < 1.98
I need to solve something like
INTEGRATE (2.696 to 3.54) dx INTEGRATE [(-1.51 to 1.98)]
2011 Dec 10
2
efficiently finding the integrals of a sequence of functions
Hi folks,
I am having a question about efficiently finding the integrals of a list of
functions. To be specific,
here is a simple example showing my question.
Suppose we have a function f defined by
f<-function(x,y,z) c(x,y^2,z^3)
Thus, f is actually corresponding to three uni-dimensional functions
f_1(x)=x, f_2(y)=y^2 and f_3(z)=z^3.
What I am looking for are the integrals of these three
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
2011 Sep 15
2
[LLVMdev] sincos functions
Hello,
I was trying to compare the performance of icc, gcc and llvm on the
program almabench.c in Coyote Benchmark suite. Here is a line of code
from the program.
da = da + (ca[np][k] * cos(arga) + sa[np][k] * sin(arga)) * 0.0000001;
gcc and icc are performing way better than llvm as they are using
'sincos' library function to compute the sin and the cos of the
argument in a
2019 Nov 12
2
frr packages for CentOS 8
Hello,
I'm not seeing free range routing (frr) packages for CentOS 8.
The RHEL8 docs say frr is the replacement for quagga.
https://access.redhat.com/documentation/en-us/red_hat_enterprise_linux/8/html/configuring_and_managing_networking/setting-your-routing-protocols_configuring-and-managing-networking
What am i missing?
Cheers,
Dan