[R] Double Infinite Integration

Aya Anas
Wed, 04 Dec 2013 20:07:04 -0000

Hello all,

I need to perform the following integration where the integrand is the
product of three functions:
f(x)g(y)z(x,y)

the limits of x are(0,inf) and the limits of y are(-inf,inf).

Could this be done using R? I tried using the function integrate 2 times,
but it didn't work:
z<- function(x,y) {


}
f<-function(x){
rr<-"put here the function in x" *integrate(function(y) z(x, y),
-Inf,Inf)$value
return(rr)
}

rr2<-integrate(function(x) f(x), 0, Inf)$value
print(rr2)

   I didn't get any output at all!!!

Thanks,
Aya


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