R: Gauss-Legendre Quadrature

GLIntegrate {distrEx} | R Documentation

## Gauss-Legendre Quadrature

### Description

Gauss-Legendre quadrature over a finite interval.

### Usage

    GLIntegrate(f, lower, upper, order = 500, ...)

### Arguments

`f` | an R function taking a numeric first argument and returning a numeric vector of the same length. Returning a non-finite element will generate an error.
`lower` | finite lower limit of integration.
`upper` | finite upper limit of integration.
`order` | order of Gauss-Legendre quadrature.
`...` | additional arguments to be passed to `f`. Remember to use argument names not matching those of `GLIntegrate`!

### Details

In case `order = 100, 500, 1000` saved abscissas and weights are used. Otherwise the corresponding abscissas and weights are computed using the algorithm given in Section 4.5 of Press et al. (1992).

### Value

Estimate of the integral.

### Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

### References

W.H. Press, S.A. Teukolsky, W.T. Vetterling, B.P. Flannery (1992) Numerical Recipies in C. The Art of Scientific Computing. Second Edition. Cambridge University Press.

### See Also

`integrate`, `distrExIntegrate`

### Examples

    integrate(dnorm, -1.96, 1.96)
    GLIntegrate(dnorm, -1.96, 1.96)

[Package distrEx version 2.8.0 Index]