R, Integrate an array of functions with multiple integration bounds

Asked Jun 25 '13 at 14:35

Active Jun 25 '13 at 14:35

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I'm stuck with computing an integral in R. Suppose I have some function:

SomeFun = function(x) {x*parameter}

Now, parameter need not be a scalar. It may be a matrix (e.g. a (2 x 2) matrix). Hence, if I input a scalar-valued x my function returns a (2 x 2) matrix.

Now my question: Is it possible to compute the definite integral of SomeFun where each element of the matrix has different upper and lower bounds? Something like:

integrate(SomeFun, lower=c(0,2,0,-1), upper=c(1,5,1,1))

Hence, I get a (2 x 2) matix of definite integrals where the first entry (upper left corner) is integrated between 0 and 1 whereas the last entry (lower right) is integrated between -1 and 1.

Thank you very much for your comments. Romain

asked Jun 25 '13 at 14:35

RomainD

Related question: http://stackoverflow.com/a/16069977/1129973 – Vincent Zoonekynd Jun 25 '13 at 14:50
You can also see `library(cubature);adaptIntegrate(...)` – agstudy Jun 25 '13 at 15:13

R, Integrate an array of functions with multiple integration bounds

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