On 07/01/16 13:03, Luísa Freitas wrote:
Dear R-helpers,I'm looking for a quick way to calculate triple integrals. I have tried something like this example: f <- function(x,y,z) dnorm(x)*dnorm(y)*dnorm(z) llim <- -Inf ulim <- Inf integrate(function(z) { sapply(z,function(z) { integrate(function(y) { sapply(y, function(y) { integrate(function(x) f(x,y,z), llim, ulim)$value }) }, llim, ulim)$value }) },llim,ulim) I'm not sure if there are other ways faster than this one. Any help will be appreciated.
GIYF. Searching on "multiple integration r" led me very quickly to the R2Cuba package for multidimensional numerical integration, which will presumably do what you want. (I have not tried it out; that's your job.)
cheers, Rolf Turner -- Technical Editor ANZJS Department of Statistics University of Auckland Phone: +64-9-373-7599 ext. 88276 ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
