[R] integrate: Don't do this?

[Göran Broström]

When I run the following function

HQ2 <- function(n) {
      nv <- 6 * sqrt(n)
      fcn <- function(z) {
          pchisq(z^2 / 36, n - 1) * dnorm(nv - z)
      }
      ## I want the integral from 0 to infinity:
      f.Inf <- integrate(fcn, 0, Inf)
      ## Doc: "Don't do this":
      f.100 <- integrate(fcn, 0, 100)
      cbind(f.Inf, f.100)
}

I get, for n = 9 and n = 10:

  > HQ2(9)
               f.Inf        f.100
value        0.6531951    0.6531951
abs.error    5.509777e-05 2.931259e-07
subdivisions 10           5
message      "OK"         "OK"
call         Expression   Expression

which indicates that the "Don't do this" works. With n = 10,

  > HQ2(10)
               f.Inf        f.100
value        3.292159e-05 0.6451915
abs.error    6.121266e-05 4.176584e-08
subdivisions 2            5
message      "OK"         "OK"
call         Expression   Expression

the "recommended" way fails badly, but "Don't do this" works! Any 
recommendations? (Or explanations?)

Göran

  > sessionInfo()
R version 2.15.2 Patched (2012-12-07 r61250)
Platform: x86_64-unknown-linux-gnu (64-bit)

locale:
   [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
   [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8
   [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8
   [7] LC_PAPER=C                 LC_NAME=C
   [9] LC_ADDRESS=C               LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

loaded via a namespace (and not attached):
[1] tools_2.15.2
  >