[R] 2-D numerical integration over odd region

Doran, Harold HDoran at air.org
Wed Oct 24 00:23:20 CEST 2007

I have used the functions in the statmod package regularly to evaluate

> -----Original Message-----
> From: r-help-bounces at r-project.org
> [mailto:r-help-bounces at r-project.org] On Behalf Of Chris Rhoads
> Sent: Tuesday, October 23, 2007 4:58 PM
> To: r-help at r-project.org
> Subject: [R] 2-D numerical integration over odd region
>
> Hello all,
>
> I'm hoping to find a way to evaluate the following sort of
> integral in R.
>
> \int_a^b \int_{g(y)}^Inf  f(x,y) dx dy.
>
> The integral has no closed form and so must be evaluated
> numerically.  The "adapt" package provides for
> multidimensional integration but does not appear to allow the
> limits of integration to be a function.  I need to evaluate a
> number of integrals of this sort and I need the evaluations
> to be fairly precise (something like 10^-6 or 10^-7 would be
> sufficient) so I'd prefer to avoid time-consuming MCMC methods.
>
> Any ideas?
>
> Thanks,
>