[R] Multivariate integration with infinite limits
Rolf Turner
r.turner at auckland.ac.nz
Sun Nov 11 21:36:39 CET 2007
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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