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...ing the integral of two densities over rectangular regions, using an adaptive integration method. Other R functions compute densities and generate random numbers. The starting motivation to write it was the need to have functions which compute the distribution functions in a non-Monte Carlo form, sinse this caused me problems when these probabilities are involved in a minimization problem. For this reason, I could not make use of the CRAN package 'mvtnorm'. Exactly to avoid superposition with the CRAN package, 'mnormt' is made available somehere else, in case other people want to...