[R] infinity in integrate function in R

[Thomas Lumley]

On Tue, 7 Nov 2000 eloi_kpamegan at hgsi.com wrote:

> The integrate function in R is not taking Inf (infinity). How do you use
> infinity in R. I was doing: integrate(dnorm, Inf, 1.96) and I was getting
> Error: NA/NaN/Inf in foreign function call (arg 2). Obviously this should
> be equal to pnorm(1.96)= 0.9750021. How do you get around the infinity
> problem in R?

The integrate function doesn't know how to integrate over infinite
regions. This is a different (and more difficult) problem than integrating
over finite regions.

	-thomas

Thomas Lumley
Assistant Professor, Biostatistics
University of Washington, Seattle

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