There is no package called `integrate', but there is a function called `adaptIntegrate' in the "cubature" package.
Ravi. -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Christos Argyropoulos Sent: Friday, July 02, 2010 8:41 AM To: sarah_sanche...@yahoo.com; r-help@r-project.org Subject: Re: [R] Double Integration Function adapt in package integrate maybe? > Date: Thu, 1 Jul 2010 05:30:25 -0700 > From: sarah_sanche...@yahoo.com > To: r-help@r-project.org > Subject: [R] Double Integration > > Dear R helpers > > I am working on the Bi-variate Normal distribution probabilities. I need to double integrate the following function (actually simplified form of bivariate normal distribution) > > f(x, y) = exp [ - 0.549451 * (x^2 + y^2 - 0.6 * x * y) ] > > where 2.696 < x < 3.54 and -1.51 < y < 1.98 > > I need to solve something like > > > INTEGRATE (2.696 to 3.54) dx INTEGRATE [(-1.51 to 1.98)] f(x, y) dy > > I have referred to stats::integrate but it deals with only one variable. > > This example appears in Internal Credit Risk Model by Michael Ong (page no. 160). > > Kindly guide. > > Regards > > Sarah > > > > > > > [[alternative HTML version deleted]] > > ______________________________________________ > 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. _________________________________________________________________ Hotmail: Trusted email with powerful SPAM protection. [[alternative HTML version deleted]] ______________________________________________ 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.