Hello all, For a study I want to find E|X1/3+X2/3+X3/3-X4| for variables following lognormal distribution. To get the value we need to use four integrals. This is the code which I is used
fx<-function(x){ dlnorm(x,meanlog=2.185,sdlog=0.562) } U31<-integrate(function(y1) { sapply(y1, function(y1) { + integrate(function(y2){ sapply(y2, function(y2) { + integrate(function(x1){ sapply(x1, function(x1) { + integrate(function(x2) + abs(y1/3+y2/3+x1/3-x2)*fx(y1)*fx(y2)*fx(x1)*fx(x2),0, Inf)$value + })},0, Inf)$value })},0, Inf)$value})},0,Inf)$value The error I received is the following: Error in integrate(function(y2) { : maximum number of subdivisions reached I can understand the problem, but I am unable to figure out what can be done.. It would be great if you can let me know a solution to the problem so as to find a value for the integral. Shant [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.