[R] Multivariate integration with infinite limits

[Rolf Turner]

On 11/11/2007, at 1:43 AM, Uwe Ligges wrote:

> 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.


	Are you being deliberately ultra-pedantic?

	E.g.:

	> integrate(function(x){exp(-x^2)},-Inf,Inf)
	1.772454 with absolute error < 4.3e-06
	> sqrt(pi)
	[1] 1.772454

	Seems to me that R can integrate univariate functions between infinite
	limits just fine --- when the functions are sufficiently well behaved.


			cheers,

				Rolf

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