R/adaptIntegrate.R

In ExtremalDep: Extremal Dependence Models

# 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) {
      message(paste("adaptIntegrate: Error in evaluation function f(x) for x = ", x, sep = ""))
      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
}