[R] How to double integrate a function in R

[Tiago V. Pereira]

Hello, R users!

I am trying to double integrate the following expression:

#  expression
(1/(2*pi))*exp(-y2/2)*sqrt((y1/(y2-y1)))

for y2>y1>0.

I am trying the following approach

# first attempt

 library(cubature)
    fun <- function(x)   { (1/(2*pi))*exp(-x[2]/2)*sqrt((x[1]/(x[2]-x[1])))}
    adaptIntegrate(fun, lower = c(0,0), upper =c(5, 6), tol=1e-8)

However, I don't know how to constrain the integration so that y2>y1>0.

Any ideas?

Tiago