From: Nils-at-Duke Lid Hjort <hjort_at_isds.duke.edu>

Date: Thu 10 Mar 2005 - 16:22:25 EST

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Mar 10 18:52:05 2005

Date: Thu 10 Mar 2005 - 16:22:25 EST

I find the one-dimensional "integrate" very helpful,
but often enough I stumble into problems that require
two (or more)-dimensional integrals. I suppose there
are no R functions that can do this for me, "directly"?

The ideal thing would be to be able to define say
f <- function(x)

{

x1 <- x[1]

x2 <- x[2]

sin(x1*x2)*exp(x1-x2)

}

and then write say

integrate(f, xlim=c(0,1), ylim=c(0,1)) .

(a) No such thing exists, as of today, right?

(b) There *are* general numerical routines "out there"

for doing such things, right? (Importance sampling
or adaptive important sampling would often do the
job, but it would be difficult to find something that
"always" works -- at least in higher dimension?
Also, iterated one-dimensional integrations could
be attempted, but I find that messy, also because
things lose the g(many) = many(g) property, and
then R refuses to integrate g.)

(c) Will a thing like the above exist in R before

the Tromsoe Olympics in 2014? For which dimensions?

Nils Lid Hjort

[Professor of statistics at Oslo, but currently at Duke]

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Mar 10 18:52:05 2005

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