unitBall_normGauss-class {multIntTestFunc} | R Documentation |
An S4 class to represent the function \frac{1}{(2\pi)^{n/2}}\exp(-\Vert\vec{x}\Vert_2^2/2)
on B^{n}
Description
Implementation of the function
f \colon B_n \to [0,\infty),\, \vec{x} \mapsto f(\vec{x}) = \frac{1}{(2\pi)^{n/2}}\exp(-\Vert\vec{x}\Vert_2^2/2) = \frac{1}{(2\pi)^{n/2}}\exp(-\frac{1}{2}\sum_{i=1}^n x_i^2),
where n \in \{1,2,3,\ldots\}
is the dimension of the integration domain B_n = \{\vec{x}\in R^n : \Vert \vec{x} \Vert_2 \leq 1\}
.
In this case the integral is know to be
\int_{B_n} f(\vec{x}) d\vec{x} = P[Z \leq 1] = F_{\chi^2_n}(1),
where Z
follows a chisquare distribution with n
degrees of freedom.
Details
The instance needs to be created with one parameter representing n
.
Slots
dim
An integer that captures the dimension
Author(s)
Klaus Herrmann
Examples
n <- as.integer(3)
f <- new("unitBall_normGauss",dim=n)
[Package multIntTestFunc version 0.2.0 Index]