numerical integration of a ftn of 2 variables

3 messages
Open this post in threaded view
|

numerical integration of a ftn of 2 variables

 Dear R gurus, To start, let me confess to not being an experienced programmer, although I have used R fairly extensively in my work as a graduate student in statistics. I wish to find the root of a function of two variables that is defined by an integral which must be evaluated numerically. So the problem I want to solve is of the form:  Find k such that f(k)=0, where f(y) = int_a^b g(x,y) dx.  Again, the integral involved must be done numerically. I'm told by a friend who knows programming, but not R, that what I need to do is create something like a "local environment" within which I could create a placeholder for x.  So I want to make something like the following work. f(var) <- function(var) { cons <- var g <- function(x,cons) {h(x,cons)} ret <- function(cons) integrate(g(x,cons),a,b)\$value ret } I could then use (e.g.) a Newton Raphson algorithm to find the root of the function"f". Thanks, Chris Rhoads Northwestern University ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.