[R] Bayesian Integration (stat question)

[francogrex]

This may be far-fetched:
In Bayesian analysis to find the marginal posterior distribution of a
parameter it requires integration out of the so-called nuisance parameters.
Is there in R (like an equivalent to the deriv function) but to find the
expression of the integration (or an anti-derivative)? Like for example I
want to integrate out mu in the normal distribution, I would introduce
(note:punctuation marks are made up):
integral(prod[i to n] 1/sqrt(2*pi*s^2)*exp(-(xi-mu)/2*s^2), dmu)
and it would give me:
1/(sqrt(n)*(2*pi*s^2)^((n-1)/2))*exp(-sum[i to n]((xi-xbar)^2)/2*s^2)
?
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