Under ?adaptIntegrate, you will find the link to http://ab-initio.mit.edu/wiki/index.php/Cubature#Infinite_intervals, where it says that "Integrals over infinite or semi-infinite intervals is possible by a change of variables."
-----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of li li Sent: Donnerstag, 21. März 2013 16:10 To: r-help Subject: [R] "adaptIntegrate" function Hi all, it seems that there is problem with function "adaptIntegrate", when the integration limits is infinity. Please see the code below. The second integration does not seem to work. Can anyone familiar with this give some help? Thank you with much. Hanna library(mnormt) library(cubature) ff <- function(x, rho){ mu <- rep(0,3) Sigma <-(1-rho)*diag(3)+matrix(rho,3,3) f <- dmnorm(x, mu, Sigma) f } adaptIntegrate(ff, lower=c(-10, -10, -10), upper=c(3,2,1), rho=0.1, maxEval=10000) adaptIntegrate(ff, lower=rep(-Inf, 3), upper=c(3,2,1), rho=0.1, maxEval=10000) [[alternative HTML version deleted]] ______________________________________________ R-help@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@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.
