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rmatrixvectormatrix-multiplicationnumerical-integration

Integration of function when matrix is included in R

I want to integrate a function which looks like

f <- function(x) 1.96 * sqrt(t(c(1,x)) %*% m %*% c(1,x))

where m is

m <- matrix(c(3.855, -0.206, -0.206, 0.01), nrow = 2, ncol = 2, byrow = T)

Since the matrix multiplication inside my function produces a scalar, for any value of x, this is just a one-dimensional integration for f(x). How can I solve this smoothly?

Solution

  • Simply with integrate and Vectorize:

    integrate(Vectorize(f), lower = 0, upper = 1)