[R] Multivariate integration with infinite limits

[S Ellison]

Ermmm... from ?integrate
"Description:

     Adaptive quadrature of functions of one variable over a finite or
     infinite interval."

R maps infinite intervals to a finite interval before numerical integration, provided that you tell it that the limits are infinite.

Using integrate() over multivariate intervals will get very slow, though; I wouldn't do that... 

Steve E
>>> Uwe Ligges <ligges at statistik.uni-dortmund.de> 11/10/07 12:43 PM >>>


Paul Smith wrote:
> Dear All,
> 
> 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.

Uwe Ligges



> Thanks in advance,
> 
> Paul
> 
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