disc <- function(xx, u=rep(0.5, 1, length(xx)), a=rep(5, 1, length(xx))) { ########################################################################## # # DISCONTINUOUS INTEGRAND FAMILY # # Authors: Sonja Surjanovic, Simon Fraser University # Derek Bingham, Simon Fraser University # Questions/Comments: Please email Derek Bingham at dbingham@stat.sfu.ca. # # Copyright 2013. Derek Bingham, Simon Fraser University. # # THERE IS NO WARRANTY, EXPRESS OR IMPLIED. WE DO NOT ASSUME ANY LIABILITY # FOR THE USE OF THIS SOFTWARE. If software is modified to produce # derivative works, such modified software should be clearly marked. # Additionally, this program is free software; you can redistribute it # and/or modify it under the terms of the GNU General Public License as # published by the Free Software Foundation; version 2.0 of the License. # Accordingly, this program is distributed in the hope that it will be # useful, but WITHOUT ANY WARRANTY; without even the implied warranty # of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU # General Public License for more details. # # For function details and reference information, see: # http://www.sfu.ca/~ssurjano/ # ########################################################################## # # INPUTS: # # xx = c(x1, x2, ..., xd) # u = c(u1, u2, ..., ud) (optional), with default value # c(0.5, 0.5, ..., 0.5) # a = c(a1, a2, ..., ad) (optional), with default value c(5, 5, ..., 5) # ######################################################################### x1 <- xx[1] x2 <- xx[2] u1 <- u[1] u2 <- u[2] if (x1 > u1 | x2 > u2) { y <- 0 } else { sum <- sum(a*xx) y <- exp(sum) } return(y) }