[R] infinity in integrate function in R

[Jim Lindsey]

> 
> 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?

The int function in my rmutil library at
www.luc.ac.be/~jlindsey/rcode.html
will handle infinite integration limits. Jim

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