[R] Multidimensional quadrature using "integrate"

Ravi Varadhan rvaradha at jhsph.edu
Wed Dec 18 00:27:03 CET 2002


Hi:

I was wondering if someone could give me some examples of how to use 
the "integrate" function to perform multi-dimensional quadrature? I 
have a posterior density (up to a constant), for which I'd like to 
evaluate the normalizing constant. 

thanks for any help,
Ravi.




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