Double Integration

There used to be an "adapt" package with an "integrate" function (I 
inverted the function/package name by mistake) in CRAN but it has 
been removed. Anyone knows why?

Christos

CC: argchris at hotmail.com; sarah_sanchez09 at yahoo.com; r-help at r-project.org
From: dwinsemius at comcast.net
To: RVaradhan at jhmi.edu
Subject: Re: [R] Double Integration
Date: Fri, 2 Jul 2010 20:40:00 -0400

And an adapt() in fCopulae.

--
David.
On Jul 2, 2010, at 7:06 PM, Ravi Varadhan wrote:

There is no package called `integrate', but there is a function called
`adaptIntegrate' in the "cubature" package.

Ravi.

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org
] On
Behalf Of Christos Argyropoulos
Sent: Friday, July 02, 2010 8:41 AM
To: sarah_sanchez09 at yahoo.com; r-help at r-project.org
Subject: Re: [R] Double Integration


Function adapt in package integrate maybe?

Date: Thu, 1 Jul 2010 05:30:25 -0700
From: sarah_sanchez09 at yahoo.com
To: r-help at r-project.org
Subject: [R] Double Integration

Dear R helpers

I am working on the Bi-variate Normal distribution probabilities. I
need

to double integrate the following function (actually simplified form
of
bivariate normal distribution)

f(x, y) = exp [ - 0.549451 * (x^2 + y^2 - 0.6 * x * y) ]

where 2.696 < x < 3.54 and -1.51 < y < 1.98

I need to solve something like


INTEGRATE (2.696 to 3.54) dx INTEGRATE [(-1.51 to 1.98)] f(x, y) dy

I have referred to stats::integrate but it deals with only one
variable.

This example appears in Internal Credit Risk Model by Michael Ong
(page

no. 160).

Kindly guide.

Regards

Sarah






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David Winsemius, MD
West Hartford, CT