[R] Integration of functions with a vector argument

[Levine, Michael]

Hello all,

I have a question concerning integration of a function of a multivariate argument with respect to one or more variables in r.  Let us say we have a function

F <- function(x){ body of the function}

Where x is, in general, a d by 1 vector with d>1.  Now I want to integrate out some of the coordinates of x, e.g. x[1] or x[2] or both of them etc. I'm well aware of how to integrate out e.g. y if a function is defined as f <- function (x,y) {body of the function} where y is a scalar.
However, it seems to be quite difficult to do the same if the function is defined with a vector argument x. At the very least, I haven't seen any good examples of this being done.
Any suggestions?

Yours sincerely,
Michael

Michael Levine
Associate Professor, Statistics

Department of Statistics
Purdue University
250 North University Street
West Lafayette, IN 47907 USA

email: mlevins using purdue.edu
Phone: +1-765-496-7571
Fax:   +1-765-494-0558
URL:   www.stat.purdue.edu/~mlevins

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