I have several points $\textbf{s} = s_1,...,s_n$ which follow Wishart distribution. In one of my problem, I have to integrate this Wishart pdf over a ball of radius $r$ at origin in $\mathbf{R}^2$ i.e., $b(o,r)$. Since my underlying process is stationary and isotropic, the integration expression simplifies to:
$\int_0^r W_n(n,\Sigma)\, 2\pi\, s\, ds$
Can somebody suggest how to integrate it? Or suggest some working example/package from e.g., Mathematica, Maple or Matlab (numerical integration)?