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.
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