simp: Numerical integration

In kbroman/broman: Karl Broman's R Code

Numerical integration

Description

Perform numerical integration by Simpson's rule or the trapezoidal rule.

Usage

simp(f, a, b, tol = 0.00000001, max.step = 1000, ...)

Arguments

f	The integrand; must be a vectorized function.
a	Lower limit of integration.
b	Upper limit of integration.
tol	Tolerance for choosing the number of grid points.
max.step	Log base 2 of the total number of grid points.
...	Other arguments passed to the integrand, f.

Details

Iterately doubles the number of grid points for the numerical integral, stopping when the integral decreases by less than tol.

Value

The integral of f from a to b.

See Also

stats::integrate()

Examples

f <- function(x) x*x*(1-x)*sin(x*x)
I1 <- trap(f,0,2)
I2 <- simp(f,0,2)

kbroman/broman documentation built on Feb. 11, 2024, 7:18 a.m.