[R] Multiple Integrals
Charles C. Berry
ccberry at ucsd.edu
Sat Aug 29 23:00:09 CEST 2015
On Sat, 29 Aug 2015, Shant Ch wrote:
> Hello Dr. Berry,
>
> I know the theoretical side but note we are not talking about
> expectation of sums rather expectation of ABSOLUTE value of the function
> (X1/3+X2/3+X3/3-X4), i.e. E|X1/3+X2/3+X3/3-X4| , I don't think this
> can be handled for log normal distribution by integrals by hand.
>
Sorry! My tired eyes missed the absolute value.
FWIW, there are some quadrature packages on CRAN.
Chuck
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