[R] infinity in integrate function in R

[Chong Gu]

   From: eloi_kpamegan at hgsi.com
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   The integrate function in R is not taking Inf (infinity). How do you use
   infinity in R. I was doing: integrate(dnorm, Inf, 1.96) and I was getting
   Error: NA/NaN/Inf in foreign function call (arg 2). Obviously this should
   be equal to pnorm(1.96)= 0.9750021. How do you get around the infinity
   problem in R?

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Transform to a finite interval and multiply your integrand by the
Jacobian of the transform.
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