[R] How to double integrate a function in R

Tiago V. Pereira tiago.pereira at mbe.bio.br
Fri Jul 26 17:44:19 CEST 2013

Hello, R users!

I am trying to double integrate the following expression:

#  expression

for y2>y1>0.

I am trying the following approach

# first attempt

    fun <- function(x)   { (1/(2*pi))*exp(-x[2]/2)*sqrt((x[1]/(x[2]-x[1])))}
    adaptIntegrate(fun, lower = c(0,0), upper =c(5, 6), tol=1e-8)

However, I don't know how to constrain the integration so that y2>y1>0.

Any ideas?


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