Displaying 1 result from an estimated 1 matches for "infinite_interv".
2013 Mar 21
1
"adaptIntegrate" function
Hi all,
it seems that there is problem with function "adaptIntegrate",
when the integration limits is infinity.
Please see the code below. The second integration does not
seem to work.
Can anyone familiar with this give some help?
Thank you with much.
Hanna
library(mnormt)
library(cubature)
ff <- function(x, rho){
mu <- rep(0,3)
Sigma