[R] multivariate integration and partial differentiation

andrew andrewjohnroyal at gmail.com
Sat Mar 7 11:46:57 CET 2009

The adapt package has multivariate integration.

However, I am not sure you need the multivariate integration for the
example you describe: you only need one dimensional integration.  For
this, you can check out


For differentiation, depending on how well behaved the cdf is, you
could use ?diff to calculate approximations for the slope.



On Mar 7, 5:08 pm, Wei-han Liu <weihanliu2... at yahoo.com> wrote:
> Could somebody share some tips on implementing multivariate integration and partial differentiation in R?
> For example, for a trivariate joint distribution (cumulative density function) of F(x,y,z), how to differentiate with respect to x and get the bivariate distribution (probability density function) of f(y,z). Or integrate f(x,y,z) with respect to x to get bivariate distribution of (y,z).
> Your sharing is appreciated.
> Wei-han Liu
>         [[alternative HTML version deleted]]
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