On Jul 1, 2010, at 8:30 AM, Sarah Sanchez wrote:
Dear R helpers
I am working on the Bi-variate Normal distribution probabilities. I
need to double integrate the following function (actually simplified
form of bivariate normal distribution)
f(x, y) = exp [ - 0.549451 * (x^2 + y^2 - 0.6 * x * y) ]
where 2.696 < x < 3.54 and -1.51 < y < 1.98
I need to solve something like
INTEGRATE (2.696 to 3.54) dx INTEGRATE [(-1.51 to 1.98)] f(x, y) dy
I have referred to stats::integrate but it deals with only one
variable.
I find the latest version of RSiteSearch to be poorly configured for
searching r-help, so I have constructed a different set of defaults
that include the rhelp archive in the searches.
rhelpSearch <- function(string,
restrict = c("Rhelp10", "Rhelp08", "Rhelp02",
"functions" ),
matchesPerPage = 100, ...)
RSiteSearch(string=string,
restrict = restrict,
matchesPerPage = matchesPerPage, ...)
rhelpSearch("double integra*") 241 hits
--
David Winsemius, MD
West Hartford, CT
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