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roptimizationintegrate

how to integrate of a function with multiple parameters w.r.t one of them in R?

I have a 2 variable function in R which I want to integrate w.r.t one of them and then optimize it w.r.t the other one. How can I do this?

Solution

  • You do not provide an example of the sort of function that you would like to integrate and then optimize, so I will use a somewhat arbitrary choice as an example.

    f(y) = ∫0y (y-1) x2 dx

    You can write this function in R using the integrate function and then use optimize to find a minimum over some specified range. 

    DefInt = function(y) { integrate(function(x) { (y-1)*x*x },0,y)$value }
optimize(DefInt, c(-2,2))
$minimum
[1] 0.7499972
$objective
[1] -0.03515625