romberg: Romberg Integration

In cmna: Computational Methods for Numerical Analysis

Description

Romberg's adaptive integration

Usage

romberg(f, a, b, m, tab = FALSE)

Arguments

f	function to integrate
a	the lowerbound of integration
b	the upperbound of integration
m	the maximum number of iterations
tab	if TRUE, return the table of values

Details

The romberg function uses Romberg's rule to calculate the integral of the function f over the interval from a to b. The parameter m sets the number of intervals to use when evaluating. Additional options are passed to the function f when evaluating.

Value

the value of the integral

See Also

Other integration: adaptint(), gaussint(), giniquintile(), mcint(), midpt(), revolution-solid, simp38(), simp(), trap()

Other newton-cotes: adaptint(), giniquintile(), midpt(), simp38(), simp(), trap()

Examples

f <- function(x) { sin(x)^2 + log(x)}
romberg(f, 1, 10, m = 3)
romberg(f, 1, 10, m = 5)
romberg(f, 1, 10, m = 10)

cmna documentation built on July 14, 2021, 5:11 p.m.