GLIntegrate

0th

Percentile

Gauss-Legendre Quadrature

Gauss-Legendre quadrature over a finite interval.

Keywords
utilities, math
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´┐Ż-Legendre quadrature.
...
additional arguments to be passed to f. Remember to use argument names not matching those of GLIntegrate!
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

integrate, distrExIntegrate

Aliases
  • GLIntegrate
Examples
integrate(dnorm, -1.96, 1.96)
GLIntegrate(dnorm, -1.96, 1.96)
Documentation reproduced from package distrEx, version 0.4-2, License: GPL (version 2 or later)

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