[R] How to double integrate a function in R
Tiago V. Pereira
tiago.pereira at mbe.bio.br
Fri Jul 26 17:44:19 CEST 2013
Hello, R users!
I am trying to double integrate the following expression:
# expression
(1/(2*pi))*exp(-y2/2)*sqrt((y1/(y2-y1)))
for y2>y1>0.
I am trying the following approach
# first attempt
library(cubature)
fun <- function(x) { (1/(2*pi))*exp(-x[2]/2)*sqrt((x[1]/(x[2]-x[1])))}
adaptIntegrate(fun, lower = c(0,0), upper =c(5, 6), tol=1e-8)
However, I don't know how to constrain the integration so that y2>y1>0.
Any ideas?
Tiago
More information about the R-help
mailing list