[R] Numerical Integration

Martin Maechler maechler at stat.math.ethz.ch
Tue Oct 29 09:16:54 CET 2002

>>>>> "Feng" == Feng Zhang <f0z6305 at labs.tamu.edu>
>>>>>     on Mon, 28 Oct 2002 20:26:58 -0600 writes:

    Feng> Hey, all
    Feng> Now I am using EM algorithm to do some
    Feng> optimization. Within that E-step, I have to
    Feng> calculate some multivariate integration
    Feng> given some parameter values Theta and function form
    Feng> of a probability density function f.

    Feng> So I want to know if there are some package
    Feng> in R to do such numerical integration given such
    Feng> function form and parameter values?

There's the  adapt  package for multivariate integration.
I think it should solve your problem.

Martin Maechler <maechler at stat.math.ethz.ch>	http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum  LEO C16	Leonhardstr. 27
ETH (Federal Inst. Technology)	8092 Zurich	SWITZERLAND
phone: x-41-1-632-3408		fax: ...-1228			<><
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