an R function taking a numeric first argument and returning a
numeric vector of the same length. Returning a non-finite
element will generate an error.
lower
finite lower limit of integration.
upper
finite upper limit of integration.
order
order of Gau�-Legendre quadrature.
...
additional arguments to be passed to f. Remember
to use argument names not matching those of GLIntegrate!
Value
Estimate of the integral.
concept
integration
Details
In case order = 100, 500, 1000 saved abscissas and weights
are used. Otherwise the corresponding abscissas and weights are
computed using the algorithm given in Section 4.5 of
Press et al. (1992).
References
W.H. Press, S.A. Teukolsky, W.T. Vetterling, B.P. Flannery (1992)
Numerical Recipies in C. The Art of Scientific Computing.
Second Edition. Cambridge University Press.