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2007 Jul 10
2
integration over a simplex
Hello
The excellent adapt package integrates over multi-dimensional
hypercubes.
I want to integrate over a multidimensional simplex. Has anyone
implemented such a thing in R?
I can transform an n-simplex to a hyperrectangle
but the Jacobian is a rapidly-varying (and very lopsided)
function and this is making adapt() slow.
[
A \dfn{simplex} is an n-dimensional analogue of a triangle or