[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



More information about the R-help mailing list