GLIntegrate             package:distrEx             R Documentation

_G_a_u_s_s-_L_e_g_e_n_d_r_e _Q_u_a_d_r_a_t_u_r_e

_D_e_s_c_r_i_p_t_i_o_n:

     Gauss-Legendre quadrature over a finite interval.

_U_s_a_g_e:

     GLIntegrate(f, lower, upper, order = 500, ...)

_A_r_g_u_m_e_n_t_s:

       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 of 'GLIntegrate'! 

_D_e_t_a_i_l_s:

     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).

_V_a_l_u_e:

     Estimate of the integral.

_A_u_t_h_o_r(_s):

     Matthias Kohl Matthias.Kohl@stamats.de

_R_e_f_e_r_e_n_c_e_s:

     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.

_S_e_e _A_l_s_o:

     'integrate', 'distrExIntegrate'

_E_x_a_m_p_l_e_s:

     integrate(dnorm, -1.96, 1.96)
     GLIntegrate(dnorm, -1.96, 1.96)

