utils-integrate2d: Bivariate Integration Tools

In fMultivar: Rmetrics - Modeling of Multivariate Financial Return Distributions

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.

fMultivar documentation built on July 9, 2023, 3:08 p.m.