GLIntegrate
From distrEx v0.4-2
by Matthias Kohl
Gauss-Legendre Quadrature
Gauss-Legendre quadrature over a finite interval.
Usage
GLIntegrate(f, lower, upper, order = 500, ...)
Arguments
- f
- 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 ofGLIntegrate
!
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).
Value
- Estimate of the integral.
concept
integration
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.
See Also
Examples
integrate(dnorm, -1.96, 1.96)
GLIntegrate(dnorm, -1.96, 1.96)
Community examples
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