Hello, R users! I am trying to double integrate the following expression:
# expression (1/(2*pi))*exp(-y2/2)*sqrt((y1/(y2-y1))) for y2>y1>0. I am trying the following approach # first attempt library(cubature) fun <- function(x) { (1/(2*pi))*exp(-x[2]/2)*sqrt((x[1]/(x[2]-x[1])))} adaptIntegrate(fun, lower = c(0,0), upper =c(5, 6), tol=1e-8) However, I don't know how to constrain the integration so that y2>y1>0. Any ideas? Tiago ______________________________________________ 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.