[R] Multiple Integrals

[Spencer Graves]

On 8/29/2015 4:00 PM, Charles C. Berry wrote:
> 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.
>>


       Have you looked at "distr" and related packages on CRAN?


       Spencer Graves

>
> Sorry! My tired eyes missed the absolute value.
>
> FWIW, there are some quadrature packages on CRAN.
>
> Chuck
>
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