Got it. Thank you very much!

library(mnormt)
library(cubature)
ff <- function(x, rho){
             mu <- rep(0,3)
             Sigma <-(1-rho)*diag(3)+matrix(rho,3,3)
             f <- dmnorm(x/(1-x^2), mu, Sigma)*((1+x^2)/(1-x^2)^2)
             f
                                       }
adaptIntegrate(ff, lower=rep(-1, 3), upper=rep(1,3),
rho=0,  maxEval=10000)



2013/3/21 Blaser Nello <nblaser@ispm.unibe.ch>

> Under ?adaptIntegrate, you will find the link to
> http://ab-initio.mit.edu/wiki/index.php/Cubature#Infinite_intervals,
> where it says that "Integrals over infinite or semi-infinite intervals is
> possible by a change of variables."
>
>
>
> -----Original Message-----
> From: r-help-bounces@r-project.org [mailto:r-help-bounces@r-project.org]
> On Behalf Of li li
> Sent: Donnerstag, 21. März 2013 16:10
> To: r-help
> Subject: [R] "adaptIntegrate" function
>
> Hi all,
>   it seems that there is problem with function "adaptIntegrate", when the
> integration limits is infinity.
>   Please see the code below. The second integration does not seem to work.
>   Can anyone familiar with this give some help?
>   Thank you with much.
>       Hanna
>
>
> library(mnormt)
> library(cubature)
>
> ff <- function(x, rho){
>              mu <- rep(0,3)
>              Sigma <-(1-rho)*diag(3)+matrix(rho,3,3)
>              f <- dmnorm(x, mu, Sigma)
>              f
>                                        } adaptIntegrate(ff, lower=c(-10,
> -10, -10), upper=c(3,2,1), rho=0.1,  maxEval=10000)
>
> adaptIntegrate(ff, lower=rep(-Inf, 3), upper=c(3,2,1), rho=0.1,
>  maxEval=10000)
>
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>
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> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html>
> and provide commented, minimal, self-contained, reproducible code.
>
>
>

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