# [R] infinity in integrate function in R

Chong Gu chong at stat.purdue.edu
Tue Nov 7 23:40:15 CET 2000

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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?

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Transform to a finite interval and multiply your integrand by the
Jacobian of the transform.
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