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
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