Dear R-helpers,
I'm looking for a quick way to calculate triple integrals.
I have tried something like this example:
f <- function(x,y,z) dnorm(x)*dnorm(y)*dnorm(z)
llim <- -Inf
ulim <- Inf
integrate(function(z)
{
sapply(z,function(z)
{
integrate(function(y)
{
sapply(y, function(y)
{
integrate(function(x) f(x,y,z), llim, ulim)$value
})
}, llim, ulim)$value
})
},llim,ulim)
I'm not sure if there are other ways faster than this one.
Any help will be appreciated.
Thanks,
L.M.
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