search for: dqagi

I was pleased to find integrate() using the quadpack routines "dqags" and "dqagi". However, I would also like to have the routine "dqawoe" included. This routine is summarized as follows... c***keywords automatic integrator, special-purpose, c integrand with oscillatory cos or sin factor, c clenshaw-curtis method, (end point) singulari...

The integral of any probability density from -Inf to Inf should equal 1, correct? I don't understand last result below. > integrate(function(x) dnorm(x, 0,1), -Inf, Inf) 1 with absolute error < 9.4e-05 > integrate(function(x) dnorm(x, 100,10), -Inf, Inf) 1 with absolute error < 0.00012 > integrate(function(x) dnorm(x, 500,50), -Inf, Inf) 8.410947e-11 with absolute error <

Dear All, Can R perform multivariate integration with infinite limits of integration? Thanks in advance, Paul