[R] Multivariate integration with infinite limits

[Paul Smith]

On Nov 10, 2007 12:43 PM, Uwe Ligges <ligges at statistik.uni-dortmund.de> wrote:
> > Can R perform multivariate integration with infinite limits of integration?
>
> No, R does numerical (not symbolical) calculations, hence it can never
> perform integration (not even univariate) with infinite limits.

Not entirely true in the one-dimensional case:

> f <- function(x) {exp(-x)}
> integrate(f,0,Inf)
1 with absolute error < 5.7e-05
>

Paul