R语言 【integrate】函数

R文档

Integration Of One-Dimensional Functions

一维函数的积分

在有限或无限区间上一元函数的自适应求积

integrate(f, lower, upper, …, subdivisions = 100L,
          rel.tol = .Machine$double.eps^0.25, abs.tol = rel.tol,
          stop.on.error = TRUE, keep.xy = FALSE, aux = NULL)

Augments解释

例

∫ − ∞ ∞ x exp ⁡ { − ( y − x ) 2 − λ ∣ x ∣ } d x \int_{-\infin}^{\infin} x \exp\{-(y-x)^2-\lambda|x|\}dx ∫−∞∞​xexp{−(y−x)2−λ∣x∣}dx

integrate(function(x) x*exp(-(y-x)^2/2-lambda*abs(x)), 
          lower = -Inf,
          upper = Inf)$value