Hi,
The "adapt" package might work, but note that it cannot handle infinite limits.
So, integrate() is your best bet. Since you need to integrate out only one
dimension, integrate() would work just fine.
As for differentiation, you might try the grad() fucntion in the "numDeriv"
package.
R
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
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