Description Usage Arguments Details Value Note See Also Examples

Adaptive Gauss-Kronrod Quadrature.

1 |

`f` |
integrand as function; needs to be vectorized, but may have singularities at the endpoints. |

`a, b` |
endpoints of the integration interval. |

`tol` |
relative tolerence. |

`...` |
Additional parameters to be passed to the function f. |

Adaptive version of the (7, 15)-point Gauss-Kronrod quadrature formula, where in each recursion the error is taken as the difference between these two estimated integrals.

The function `f`

must be vectorized, though this will not be checked
and may lead to strange errors. If it is not, use `F = Vectorize(f)`

.

Value of the integration. The relative error should be of the same order of magnitude as the relative tolerance (or much smaller).

Uses the same nodes and weights as the `quadQK15`

procedure in the
QUADPACK library.

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