[R] numerical integration of a bivariate function
R. Michael Weylandt
michael.weylandt at gmail.com
Mon Apr 22 16:05:01 CEST 2013
On Mon, Apr 22, 2013 at 2:04 PM, Hicham Mezouara <hicham_dess at yahoo.fr> wrote:
> 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
in the mvtnorm package available off CRAN at
or by the installation methods relevant to your OS and version of R.
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