inst/snippet/joint-integrate.R

In fastR2: Foundations and Applications of Statistics Using R (2nd Edition)

f <- function(x) { 6 * x[1] * x[2]^2 }
cubature::adaptIntegrate(f, c(0, 0), c(1, 1))
g <- function(x) { 
  if (x[1] > x[2]) {return(0)}   # set value to 0 if X > Y
  return(f(x))                   # else return joint pdf
}
cubature::adaptIntegrate(
  g, c(0, 0), c(1, 1), tol = 0.01)  # tol controls precision