Re: [R] numerical integration of a ftn of 2 variables

From: Paul Smith <phhs80_at_gmail.com>
Date: Thu, 21 Feb 2008 14:07:44 +0000

On Tue, Feb 19, 2008 at 11:07 PM, Chris Rhoads <c-rhoads_at_northwestern.edu> wrote:
> To start, let me confess to not being an experienced programmer, although I have used R fairly
> extensively in my work as a
> graduate student in statistics.
>
> I wish to find the root of a function of two variables that is defined by an integral which must be
> evaluated numerically.
>
> So the problem I want to solve is of the form: Find k such that f(k)=0, where f(y) = int_a^b
> g(x,y) dx. Again, the integral
> involved must be done numerically.
>
> I'm told by a friend who knows programming, but not R, that what I need to do is create something
> like a "local environment"
> within which I could create a placeholder for x. So I want to make something like the following work.
>
> f(var) <- function(var) {
>
> cons <- var
>
> g <- function(x,cons) {h(x,cons)}
>
> ret <- function(cons) integrate(g(x,cons),a,b)$value
> ret
> }
>
> I could then use (e.g.) a Newton Raphson algorithm to find the root of the function"f".

Can you Chris provide us an example with concrete functions? To us, it would be easier to think about a concrete example.

Paul



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