deformula.zeroinf: Integration of one-dimensional functions over infinite...

In deformula: Integration of One-Dimensional Functions with Double Exponential Formulas

Integration of one-dimensional functions over infinite interval with the double exponential formula.

Description

Numerical quadrature of functions of one variable over [0, infinity) with the double exponential formula.

Usage

deformula.zeroinf(
  f,
  ...,
  zero.eps = 1e-12,
  rel.tol = 1e-08,
  start.divisions = 8,
  max.iter = 12
)

Arguments

f	An R function taking a numeric first argument.
...	Additional arguments to be passed to ‘f’.
zero.eps	A threshold value to be zero.
rel.tol	A relative accuracy requested.
start.divisions	An integer. The initial number of subintervals.
max.iter	An integer for the maximum number of iterations to increase subintervals.

Value

A list with components;

value	A value for integral.
x	A vector of subintervals.
w	A vector of weights.
t	A vector of subintervals for trapezoid integral.
h	A value of subinterval.
message	OK or a string for the error message.

Examples

f <- function(x, a) exp(-a*x)
deformula.zeroinf(f, a=0.1)

deformula documentation built on May 30, 2022, 9:05 a.m.