R help - Oct 2002 - Numerical Integration

Hey, all

Now I am using EM algorithm to do some
optimization. Within that E-step, I have to
calculate some multivariate integration
given some parameter values Theta and function form
of a probability density function f.

So I want to know if there are some package
in R to do such numerical integration given such
function form and parameter values?

Thanks for your kind support on this.

Have a nice day!

Fred

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at
stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._

>>>>> "Feng" == Feng Zhang <f0z6305 at
labs.tamu.edu>
>>>>>     on Mon, 28 Oct 2002 20:26:58 -0600 writes:
    Feng> Hey, all
    Feng> Now I am using EM algorithm to do some
    Feng> optimization. Within that E-step, I have to
    Feng> calculate some multivariate integration
    Feng> given some parameter values Theta and function form
    Feng> of a probability density function f.

    Feng> So I want to know if there are some package
    Feng> in R to do such numerical integration given such
    Feng> function form and parameter values?

There's the  adapt  package for multivariate integration.
I think it should solve your problem.

Martin Maechler <maechler at stat.math.ethz.ch>
http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum  LEO C16	Leonhardstr. 27
ETH (Federal Inst. Technology)	8092 Zurich	SWITZERLAND
phone: x-41-1-632-3408		fax: ...-1228			<><
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at
stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._