[R] Multivariate integration with infinite limits

[Uwe Ligges]

Thanks to all who corrected my misinformation!

Uwe Ligges



S Ellison wrote:
> 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
>>
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> 
> ______________________________________________
> 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.