Re: [R] multivariate integration and partial differentiation

2009-03-07 Thread Ravi Varadhan
- From: Wei-han Liu Date: Saturday, March 7, 2009 9:38 am Subject: [R] multivariate integration and partial differentiation To: r-help@r-project.org > Hi R Users: > > Could somebody share some tips on implementing multivariate > integration and partial differentiation

[R] multivariate integration and partial differentiation

2009-03-07 Thread Wei-han Liu
Hi R Users: 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 (probabil

Re: [R] multivariate integration and partial differentiation

2009-03-07 Thread andrew
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 u

[R] multivariate integration and partial differentiation

2009-03-07 Thread Wei-han Liu
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 fu

[R] multivariate integration and partial differentiation

2009-03-06 Thread Wei-han Liu
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 fu