simpson: Computing integration numerically through the Simpson's...

In bccp: Bias Correction under Censoring Plan

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.

Author(s)

Mahdi Teimouri

References

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

Examples

    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)

bccp documentation built on May 18, 2021, 9:07 a.m.