bccp (version 0.5.0)

simpson: Computing integration numerically through the Simpson's method

Description

Computes the integration for a real-valued function.

Usage

simpson(fun, lb, ub, N = 100)

Arguments

fun

Integrand expression

lb

Lower bound of integration.

ub

Upper bound of integration.

N

An even integer value indicating the number of subdivisions for applying Simpson's integration method.

References

E. Suli and D. Mayers 2003. An Introduction to Numerical Analysis, Cambridge University Press.

Examples

# NOT RUN {
    fun <- function(x) 1/sqrt( 2*pi*sigma^2 )*exp( -.5*(x-mu)^2/sigma^2 )
    mu <- 0
 sigma <- 1
    lb <- 0
    ub <- Inf
     N <- 100
simpson(fun = fun, lb = lb, ub = ub, N = N)
# }