Hi all,
I have some problem regarding the integration function. Can any one
take a look at the following and give me some help? Thank you in advance!
Hannah
## f0 is a function of r,x, and y
f0 <- function(r, x, y){
pnorm((x-sqrt(r)*y)/sqrt(1-r), mean=0,sd=1, lower.tail=T)^2*dnorm(y)
}
## f1 is the function of r and x after integrating out y
f1 <- function(r,x) {integrate(f1(r,x,y), -Inf, Inf)}
I got the follow error message :
> f1(0,0)
Error: evaluation nested too deeply: infinite recursion /
options(expressions=)?
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