R: Vectorized Two-dimensional Numerical Integration

int2 {rmutil} | R Documentation

## Vectorized Two-dimensional Numerical Integration

### Description

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

### Usage

    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.

### Author(s)

J.K. Lindsey

### Examples

    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))

[Package rmutil version 1.1.3 Index]