[R] numerical integration of a bivariate function

[R. Michael Weylandt]

On Mon, Apr 22, 2013 at 2:04 PM, Hicham Mezouara <hicham_dess at yahoo.fr> wrote:
> hello
> I work on
> the probabilities of bivariate normal distribution. I need
> integrate  the
> following function.
> f (x, y) = exp [- (x ^ 2 + y ^ 2 + x * y)] with - ∞ ≤ x ≤
> 7.44 and - ∞ ≤ y ≤ 1.44   , either software R or  matlab Version R 2009a

Well, we're not going to help you with MATLAB, but I might suggest you
look at the function

pmvnorm()

in the mvtnorm package available off CRAN at

http://cran.r-project.org/web/packages/mvtnorm/index.html

or by the installation methods relevant to your OS and version of R.

Best,
Michael