Eduardo de Oliveira Horta <eduardo.oliveirahorta <at> gmail.com> writes:
> > ---------- Forwarded message ---------- > From: Eduardo de Oliveira Horta <eduardo.oliveirahorta <at> gmail.com> > Date: Wed, Nov 17, 2010 at 3:59 PM > Subject: Re: [R] Numerical integration > To: David Winsemius <dwinsemius <at> comcast.net> > > It works, however is not very efficient for the problem I'm working with, > since it is the same as vectorizing the integrand before applying > "integrate". > > Any other thoughts? Efficiency would be highly welcome! > > Thanks again, > > Eduardo Horta > 'adaptIntegrate' in package "cubature" does not require pre-vectorized functions. But I doubt it is more efficient as every integration needs to perform a lot of function calls. And with 'adaptIntegrate' you have to do the reduction of an infinite interval to a finite one yourself. E. g., with a given function f define g <- function(x) f(1/x) / x^2 adaptIntegrate(g, 0, 1/a) # instead of integrate(f, a, Inf) You have not given the slightest indication why your function integration would be so slow. So it's difficult to give more focussed advice. Hans Werner ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.