R/adaptIntegrate.R

Defines functions adaptIntegrate

# Function taken from the cubature package

adaptIntegrate <-
  function(f, lowerLimit, upperLimit, ..., tol=1e-5,
           fDim=1, maxEval=0, absError=0) {
    
    nL = length(lowerLimit); nU = length(upperLimit)
    if (fDim <= 0 || nL <= 0 || nU <= 0) {
      stop("Both f and x must have dimension >= 1")
    }
    
    if (nL != nU) {
      stop("lowerLimit and upperLimit must have same length")
    }
    
    if (tol <= 0) {
      stop("tol should be positive!")
    }
    
    f.check <- function(x) {
      x <- f(x,...)
      if(!is.numeric(x) || length(x) != fDim) {
        print("adaptIntegrate: Error in evaluation function f(x) for x=")
        print(x)
        stop("adaptIntegrate: Result f(x) is not numeric or has wrong dimension")
      }
      as.double(x)
    }
    
    result = .Call("doCubature", as.integer(fDim), body(f.check), as.double(lowerLimit),
                   as.double(upperLimit), as.integer(maxEval), as.double(absError),
                   as.double(tol), new.env()
                   )
    
    names(result) <- c("integral", "error", "functionEvaluations", "returnCode")
    result
  }

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ExtremalDep documentation built on Aug. 29, 2019, 9:03 a.m.