[R] [FORGED] Multiple Integrals
dwinsemius at comcast.net
Thu Jan 7 08:33:14 CET 2016
> On Jan 6, 2016, at 8:37 PM, Rolf Turner <r.turner at auckland.ac.nz> wrote:
> On 07/01/16 13:03, Luísa Freitas wrote:
>> 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
>> sapply(y, function(y)
>> integrate(function(x) f(x,y,z), llim, ulim)$value
>> }, llim, ulim)$value
>> I'm not sure if there are other ways faster than this one.
>> Any help will be appreciated.
> GIYF. Searching on "multiple integration r" led me very quickly to the R2Cuba package for multidimensional numerical integration, which will presumably do what you want. (I have not tried it out; that's your job.)
I have not tried that package out but I can report satisfactory experience with the r package 'cubature'.
> Rolf Turner
> Technical Editor ANZJS
> Department of Statistics
> University of Auckland
> Phone: +64-9-373-7599 ext. 88276
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