How to analyze multivariate data using integral?

Mon dieu! Initially I wanted to find out a) correlation between measure a and measure b of the data set b) more advanced numeric analysis - see reference #1

The result is a lot of errors and I have a feeling the documentation is incomplete, so I threw in the towel. See http://www.mathworks.com/help/matlab/ref/integral.html which provides references and examples, but I am unable to come up with a function that fits my own data set, including the parameter values.

Reference 1. Analysis of incomplete multivariate data, by J.L. Schafer