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fMultivar (version 4031.84)

utils-integrate2d: Bivariate Integration Tools

Description

Integrates over the unit square.

Usage

integrate2d(fun, error = 1.0e-5, ...)

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.

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.

Author

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.