int2: Vectorized Two-dimensional Numerical Integration In swihart/rmutil: Utilities for Nonlinear Regression and Repeated Measurements Models

Description

`int` performs vectorized numerical integration of a given two-dimensional function.

Usage

 `1` ```int2(f, a=c(-Inf,-Inf), b=c(Inf,Inf), eps=1.0e-6, max=16, d=5) ```

Arguments

 `f` The function (of two variables) to integrate, returning either a scalar or a vector. `a` A two-element vector or a two-column matrix giving the lower bounds. It cannot contain both -Inf and finite values. `b` A two-element vector or a two-column matrix giving the upper bounds. It cannot contain both Inf and finite values. `eps` Precision. `max` The maximum number of steps, by default set to 16. `d` The number of extrapolation points so that 2k is the order of integration, by default set to 5; d=2 is Simpson's rule.

Value

The vector of values of the integrals of the function supplied.

J.K. Lindsey

Examples

 ```1 2 3 4 5 6 7 8 9``` ```f <- function(x,y) sin(x)+cos(y)-x^2 int2(f, a=c(0,1), b=c(2,4)) # fn1 <- function(x, y) x^2+y^2 fn2 <- function(x, y) (1:4)*x^2+(2:5)*y^2 int2(fn1, c(1,2), c(2,4)) int2(fn2, c(1,2), c(2,4)) int2(fn1, matrix(c(1:4,1:4),ncol=2), matrix(c(2:5,2:5),ncol=2)) int2(fn2, matrix(c(1:4,1:4),ncol=2), matrix(c(2:5,2:5),ncol=2)) ```

swihart/rmutil documentation built on May 29, 2018, 9:13 p.m.