utils-integrate2d {fMultivar} | R Documentation |
Bivariate Integration Tools
Description
Integrates over the unit square.
Usage
integrate2d(fun, error = 1.0e-5, ...)
Arguments
fun |
the function to be integrated. The first argument requests the x values, the second the y values, and the remaining are reserved for additional parameters. The integration is over the unit square "[0,1]^2". |
error |
the error bound to be achieved by the integration formula. A numeric value. |
... |
parameters passed to the function to be integrated. |
Value
integrate2d
returns a list with the $value
of the integral over the
unit square [0,1]^2, an $error
estimate and the number
of grid $points
used by the integration function.
Author(s)
W.N. Venables and B.D. Ripley for the underlying kde2d function,
Gregory R. Warnes for the underlying hist2d function,
Diethelm Wuertz for the Rmetrics R-port.
References
Azzalini A., (2004); The sn Package; R Reference Guide available from www.r-project.org.
Venables W.N., Ripley B.D., (2002); Modern Applied Statistics with S, Fourth Edition, Springer.
Warnes G.R., (2004); The gregmisc Package; R Reference Guide available from www.r-project.org.