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# Function taken from the cubature package
adaptIntegrate <-
function(f, lowerLimit, upperLimit, ..., tol=1e-5,
fDim=1, maxEval=0, absError=0) {
nL = length(lowerLimit); nU = length(upperLimit)
if (fDim <= 0 || nL <= 0 || nU <= 0) {
stop("Both f and x must have dimension >= 1")
}
if (nL != nU) {
stop("lowerLimit and upperLimit must have same length")
}
if (tol <= 0) {
stop("tol should be positive!")
}
f.check <- function(x) {
x <- f(x,...)
if(!is.numeric(x) || length(x) != fDim) {
print("adaptIntegrate: Error in evaluation function f(x) for x=")
print(x)
stop("adaptIntegrate: Result f(x) is not numeric or has wrong dimension")
}
as.double(x)
}
result = .Call("doCubature", as.integer(fDim), body(f.check), as.double(lowerLimit),
as.double(upperLimit), as.integer(maxEval), as.double(absError),
as.double(tol), new.env()
)
names(result) <- c("integral", "error", "functionEvaluations", "returnCode")
result
}
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