From: Dimitris Rizopoulos <dimitris.rizopoulos_at_med.kuleuven.ac.be>

Date: Thu 10 Mar 2005 - 19:02:35 EST

Dimitris Rizopoulos

Ph.D. Student

Biostatistical Centre

School of Public Health

Catholic University of Leuven

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 19:22:20 2005

Date: Thu 10 Mar 2005 - 19:02:35 EST

This existed even before the Athens Olympics 2004 :)

look at package "adapt" which integrates a function from 2 to 20 dimensions, e.g.,

library(adapt)

f <- function(x){

x1 <- x[1]

x2 <- x[2]

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

}

adapt(2, c(0,0), c(1,1), functn=f)

I hope it helps.

Best,

Dimitris

Dimitris Rizopoulos

Ph.D. Student

Biostatistical Centre

School of Public Health

Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium

Tel: +32/16/336899 Fax: +32/16/337015 Web: http://www.med.kuleuven.ac.be/biostat/ http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm

- Original Message ----- From: "Nils-at-Duke Lid Hjort" <hjort@isds.duke.edu> To: <R-help@stat.math.ethz.ch>; <nils@math.uio.no> Sent: Thursday, March 10, 2005 6:22 AM Subject: [R] two-dimensional integration?

>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
**>
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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 19:22:20 2005

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