quadrature: computes the approximated Integral

In mvQuad: Methods for Multivariate Quadrature

Description

quadrature computes the integral for a given function based on an NIGrid-object

Usage

quadrature(f, grid = NULL, ...)

Arguments

f	a function which takes the x-values as a (n x d) matrix as a first argument
grid	a grid of type NIGrid
...	further arguments for the function f

Value

The approximated value of the integral

See Also

createNIGrid, rescale

Examples

myGrid <- createNIGrid(dim=2, type="GLe", level=5)
rescale(myGrid, domain=rbind(c(-1,1),c(-1,1)))
plot(myGrid, col="blue")
myFun <- function(x){
   1 - x[,1]^2 * x[,2]^2
}
quadrature(myFun, myGrid)

mvQuad documentation built on May 2, 2019, 7:31 a.m.