This may be far-fetched: In Bayesian analysis to find the marginal posterior distribution of a parameter it requires integration out of the so-called nuisance parameters. Is there in R (like an equivalent to the deriv function) but to find the expression of the integration (or an anti-derivative)? Like for example I want to integrate out mu in the normal distribution, I would introduce (note:punctuation marks are made up): integral(prod[i to n] 1/sqrt(2*pi*s^2)*exp(-(xi-mu)/2*s^2), dmu) and it would give me: 1/(sqrt(n)*(2*pi*s^2)^((n-1)/2))*exp(-sum[i to n]((xi-xbar)^2)/2*s^2) ? -- View this message in context: http://www.nabble.com/Bayesian-Integration-%28stat-question%29-tp14549095p14549095.html Sent from the R help mailing list archive at Nabble.com.
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