I am not very proficient in Julia (or in numerical methods, for that matter), so please be forgiving with my ignorance…
I am trying to numerically integrate a function of the form:
I see that there are several packages (HCubature, Nintegration) that integrate over more than one dimension, but they seem to do it for a fixed hypercube. So that the limits of integration on x are fixed, and do not depend on the value of w.
is there any way to do this? … I am sure I am not the first person with this problem!!!
Thanks a lot!!