standardSimplex_exp_sum-class {multIntTestFunc}R Documentation

An S4 class to represent the function exp(c(x1++xn))\exp(-c(x_1 + \ldots + x_n)) on TnT_n

Description

Implementation of the function

f ⁣:Tn(0,),xf(x)=exp(c(x1++xn)),f \colon T_n \to (0,\infty),\, \vec{x} \mapsto f(\vec{x}) = \exp(-c(x_1 + \ldots + x_n)),

where n{1,2,3,}n \in \{1,2,3,\ldots\} is the dimension of the integration domain Tn={xRn:xi0,x11}T_n = \{\vec{x} \in \R^n : x_i\geq 0, \Vert \vec{x} \Vert_1 \leq 1\} and c>0c>0 is a constant. The integral is known to be

Tnf(x)dx=Γ(n)Γ(n,c)Γ(n)cn,\int_{T_n} f(\vec{x}) d\vec{x} = \frac{\Gamma(n)-\Gamma(n,c)}{\Gamma(n)c^n},

where Γ(s,x)\Gamma(s,x) is the incomplete gamma function.

Details

The instance needs to be created with two parameters representing the dimension nn and the parameter c>0c>0.

Slots

dim

An integer that captures the dimension

coeff

A strictly positive number representing the constant

Author(s)

Klaus Herrmann

Examples

n <- as.integer(3)
f <- new("standardSimplex_exp_sum",dim=n,coeff=1)

[Package multIntTestFunc version 0.2.0 Index]