I have used the functions in the statmod package regularly to evaluate complex integrals using gaussian quadrature.
> -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Chris Rhoads > Sent: Tuesday, October 23, 2007 4:58 PM > To: r-help@r-project.org > Subject: [R] 2-D numerical integration over odd region > > Hello all, > > I'm hoping to find a way to evaluate the following sort of > integral in R. > > \int_a^b \int_{g(y)}^Inf f(x,y) dx dy. > > The integral has no closed form and so must be evaluated > numerically. The "adapt" package provides for > multidimensional integration but does not appear to allow the > limits of integration to be a function. I need to evaluate a > number of integrals of this sort and I need the evaluations > to be fairly precise (something like 10^-6 or 10^-7 would be > sufficient) so I'd prefer to avoid time-consuming MCMC methods. > > Any ideas? > > Thanks, > > Chris Rhoads > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
