multiple / double indefinite integral

Hi, I have to solve the following multiple integral for various values of y

int int {[int int f(x1,x2,x3,x4) dx4 dx3]-y}^2 g(x1,x2,y) dx2 dx1

where the extreme of integrations are -inf<x1<inf, 0<x2<inf,-inf<x3<inf,0<x4<inf. I tried to use the function mydblquad of Mike Hossea (<http://www.mathworks.com/matlabcentral/answers/14514-double-integral-infinite-limits>) to solve first

[int int f(x1,x2,x3,x4) dx4 dx3]

for given values of x1, x2 and then the second double integral. I have reasons to believe that the first integral works well, but the second is too slow. Is there any idea on how to speed up the process?

Thanks, Giuseppe!!