Hello all,
I'm hoping to find a way to evaluate the following sort of integral in R.
\int_a^b \int_{g(y)}^Inf f(x,y) dx dy.
The integral has no closed form and so must be evaluated numerically. The
"adapt" package provides
for multidimensional integration but does not appear to allow the limits of
integration to be a
function. I need to evaluate a number of integrals of this sort and I need the
evaluations to be
fairly precise (something like 10^-6 or 10^-7 would be sufficient) so I'd
prefer to avoid
time-consuming MCMC methods.
Any ideas?
Thanks,
Chris Rhoads
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