The adapt package has multivariate integration. However, I am not sure you need the multivariate integration for the example you describe: you only need one dimensional integration. For this, you can check out
?integrate For differentiation, depending on how well behaved the cdf is, you could use ?diff to calculate approximations for the slope. HTH Andrew On Mar 7, 5:08 pm, Wei-han Liu <weihanliu2...@yahoo.com> wrote: > Could somebody share some tips on implementing multivariate integration and > partial differentiation in R? > For example, for a trivariate joint distribution (cumulative density > function) of F(x,y,z), how to differentiate with respect to x and get the > bivariate distribution (probability density function) of f(y,z). Or integrate > f(x,y,z) with respect to x to get bivariate distribution of (y,z). > Your sharing is appreciated. > > Wei-han Liu > > [[alternative HTML version deleted]] > > ______________________________________________ > r-h...@r-project.org mailing listhttps://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ 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.
