[R] Multivariate integration with infinite limits

S Ellison S.Ellison at lgc.co.uk
Sat Nov 10 18:19:09 CET 2007


Ermmm... from ?integrate
"Description:

     Adaptive quadrature of functions of one variable over a finite or
     infinite interval."

R maps infinite intervals to a finite interval before numerical integration, provided that you tell it that the limits are infinite.

Using integrate() over multivariate intervals will get very slow, though; I wouldn't do that... 

Steve E
>>> Uwe Ligges <ligges at statistik.uni-dortmund.de> 11/10/07 12:43 PM >>>


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.

Uwe Ligges



> Thanks in advance,
> 
> Paul
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

______________________________________________
R-help at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.



More information about the R-help mailing list