[R] solve integrate(,..) varying limits of integration

Tonja Krueger tonja.krueger at web.de
Tue Sep 14 09:15:30 CEST 2010


Dear List,
Is there a way to solve

integrate(func.1,x, Inf) $value =0.05

by varying the lower limit of integration (x in the example above)?
So far I got:

r<- 0.730163
s<--2
func.1<- function(t) {1/(2*pi*sqrt(1-r^2))*exp(-1/(2*(1-r^2))*(s^2-2*r*s*t+t^2))}

I can change the lower limit manually, like:

integrate(func.1, -2.5, Inf) $value
[1] 0.05053265
integrate(func.1, -2.4, Inf) $value
[1] 0.04942731
integrate(func.1, -2.45, Inf) $value
[1] 0.05000923

but this is very time-consuming. So I was wondering if there is a better, preferably an automated way to solve the equation?

Thanks,
Tonja
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