On Jun 14, 2014, at 7:40 AM, Christofer Bogaso wrote: > Hi again, > > I was tying to solve following 2-fold integration with package cubature. > However spending approximately 2 hours it failed to generate any number. I > am using latest R with win-7 machine having 4gb ram. > >> library(cubature) >> f <- function(x) { > + z1 <- x[1] > + z2 <- x[2] > + > + Rho = 1 > + > + L <- log(1 - pnorm(z1)) * log(1 - pnorm(Rho * z1 + sqrt(1 - Rho^2) * z2)) > * dnorm(z1) * dnorm(z2) > + > + return(L) > + }; adaptIntegrate(f, lowerLimit = c(-Inf, -Inf), upperLimit = c(Inf, Inf)) > Error in adaptIntegrate(f, lowerLimit = c(-Inf, -Inf), upperLimit = c(Inf, > : > 'Realloc' could not re-allocate memory (1006632880 bytes) > In addition: Warning messages: > 1: In adaptIntegrate(f, lowerLimit = c(-Inf, -Inf), upperLimit = c(Inf, : > Reached total allocation of 1535Mb: see help(memory.size) > 2: In adaptIntegrate(f, lowerLimit = c(-Inf, -Inf), upperLimit = c(Inf, : > Reached total allocation of 1535Mb: see help(memory.size) > > > Would really appreciate if someone helps me to sort out this problem.
You are posting a problem with no data. You are also not explaining what you are trying to do. In particular, what was your intent when you wrote: upperLimit = c(Inf, Inf) # ???? When I run this with finite limits that are increasing in range and several values for a length 2 "x"-vector x <- c(0.1,0.1) x <-c(.1, 0 ) x <- c(10,10) x <- c(10, -10) I consistently get: #------------ > adaptIntegrate(f, lowerLimit = c(-1000, 1000), upperLimit = c(-1000, 1000)) $integral [1] 0 $error [1] 0 $functionEvaluations [1] 17 $returnCode [1] 0 #--------------- Which makes me think there is something mathematically degenerate about your "L" expression. > > Thanks and regards, > > [[alternative HTML version deleted]] Arrrgh. Pray tell, exactly how many years have you been posting to R-help? I've checked... and it's really not that difficult to get gmail to send plain text. -- David Winsemius Alameda, CA, USA ______________________________________________ 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.