[R] Multiple Integrals

[Luísa Freitas]

Dear R-helpers,

I'm looking for a quick way to calculate triple integrals.

I have tried something like this example:

f <- function(x,y,z) dnorm(x)*dnorm(y)*dnorm(z)
llim <- -Inf
ulim <- Inf
integrate(function(z)
{
  sapply(z,function(z)
  {
    integrate(function(y)
    {
      sapply(y, function(y)
      {
        integrate(function(x) f(x,y,z), llim, ulim)$value
      })
    }, llim, ulim)$value
  })
},llim,ulim)

I'm not sure if there are other ways faster than this one.
Any help will be appreciated.

Thanks,
L.M.

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