I want to compute the expected value of a multivariate function f(x) wrt to dirichlet distribution. My problem is penta-nomial (i.e 5 variables) so calculating the explicit form of the expected value seems unreasonable. Is there a way to numerically integrate it? Is there some package (e.g in R) that can let me do that? I realize I can solve it using first principle but I want the computation to be really fast.f(x) = \sum_{0,4}(q_i*log(n/q_i))
Package for integration over non-rectangular region
r;integral equations