This function is a vectorized alternative to integrate:
CumIntegrate <- function(f, a = 0, b = 1, nintervals = 5, ...){
# Cumulative integral. f is a function, a and b are endpoints
# return list(x,y) of two vectors,
# where x = seq(a, b, length = nintervals)
# and y = \int_a^{x} f(t) dt
#
# 10-point Gaussian on each of nintervals subintervals
# Assume that f can take a vector argument
ends <- seq(a, b, len = nintervals + 1)
h <- (b - a)/(2 * nintervals) #half-width of a single subinterval
mids <- (ends[-1] + ends[1:nintervals])/2
x <- c(0.14887433898163099, 0.43339539412924699, 0.67940956829902399,
0.86506336668898498, 0.97390652851717197)
wt <- c(0.29552422471475298, 0.26926671930999602, 0.21908636251598201,
0.149451349150581, 0.066671344308687999)
xvalues <- outer(h * c( - x, x), mids, "+")
list( x = ends,
y = c(0,h*cumsum(colSums( matrix( wt*f(c(xvalues), ...), 10)))))
}
Tim Hesterberg
>On 22/01/2008 5:30 AM, Thomas Steiner wrote:
>> I want to use a function as an argument to ingtegrate it twice.
>> ...
Duncan Murdoch wrote:
>...
>The other problem is that integrate is not vectorized, it can only take
>scalar values for lower and upper, so you'll need a loop within innerFkn
>to do the integral over the values being passed in.
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