On Sat, 10 Nov 2007, Uwe Ligges wrote: > > > Paul Smith wrote: >> Dear All, >> >> Can R perform multivariate integration with infinite limits of integration? > > No, R does numerical (not symbolical) calculations, hence it can never > perform integration (not even univariate) with infinite limits.
Not really true, as I managed to implement it in integrate(). There is nothing to stop a numerical integration routine working on an infinite interval if some assumptions are made about the rate of decay of the integrand at infinity: several of the classical numerical quadrature formulae (e.g. Gauss-Hermite) are for infinite intervals. (You can think of these as making a particular pre-assigned transformation to e.g. [-1, 1].) dqagi is adaptive, but at the heart is a Gauss-Kronrod rule done on a half-infinite interval. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
