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rintegralequation-solving

Solving for unknown upper bound of the integral


I am trying to implement an algorithm in R that involves solving for the boundary limit of the integral. For example, I want to find a given the following integral:

integral_0^a exp(x) = 1/2

I have a rough idea how to do it in matlab. But how would one go about solving this in R?

Thanks for your suggestions.


Solution

  • You can use integrate to compute the integral (numerically) and uniroot to solve the equation (numerically).

    f <- function(a) integrate( exp, 0, a )$value - 1/2
    uniroot( f, c(-1, 1) ) # Look for a solution in [-1,1]
    log(3/2) # Compare with the exact solution