On 22-04-2013, at 15:04, Hicham Mezouara <hicham_d...@yahoo.fr> wrote:
> > hello > I work on > the probabilities of bivariate normal distribution. I need > integrate the > following function. > f (x, y) = exp [- (x ^ 2 + y ^ 2 + x * y)] with - ∞ ≤ x ≤ > 7.44 and - ∞ ≤ y ≤ 1.44 , either software R or matlab Version R 2009a This discussion in a far and distant past may help you: https://stat.ethz.ch/pipermail/r-help/2004-October/059494.html I tried this f <- function(x,y) exp(- (x ^ 2 + y ^ 2 + x * y)) integrate(function(y) { sapply(y, function(y) { integrate(function(x) f(x,y), -Inf, 7.44)$value }) }, -Inf, 1.44) # 3.486503 with absolute error < 0.00013 library(cubature) h <- function(z) f(z[1],z[2]) adaptIntegrate(h,c(-10,-10),c(1.44,7.44)) # $integral # [1] 3.486496 # # $error # [1] 3.415381e-05 # # $functionEvaluations # [1] 4267 # # $returnCode # [1] 0 adaptIntegrate doesn't like -Inf so I used -10. Berend ______________________________________________ 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.
