2 dimensional integrate

["Wei Wang" <wwang@hsc.usf.edu>]

Hi, folks,

Does somebody have experience of 2 dimensional integrate with S-plus 2000? I
can found "integrate2" at http://lib.stat.cmu.edu/S/, but it really costs
time to implement it in Windows environment.

Any input will be appreciated.

Best,
Wei Wang

PS:
More details:
Given random effects b0 and b1, the conditional distribution of response Y
is normal, where the joint distribution of (b0, b1) is known. I want to get
the marginal density of Y at some given point, say Y=0.5.