deformula.moneone {deformula}

Integration of one-dimensional functions over finite interval with the double exponential formula.

Description

Numerical quadrature of functions of one variable over (lower, upper) with the double exponential formula.

Usage

deformula.moneone(
  f,
  lower,
  upper,
  ...,
  zero.eps = 1e-12,
  rel.tol = 1e-08,
  start.divisions = 8,
  max.iter = 12
)

Arguments

f

An R function taking a numeric first argument.

lower

The lower limit of integration.

upper

The upper limit of integration.

...

Additional arguments to be passed to ‘f’.

zero.eps

A threshold value to be zero.

rel.tol

A relative accuracy requested.

start.divisions

An integer. The initial number of subintervals.

max.iter

An integer for the maximum number of iterations to increase subintervals.

Value

A list with components;

value

A value for integral.

x

A vector of subintervals.

w

A vector of weights.

t

A vector of subintervals for trapezoid integral.

h

A value of subinterval.

message

OK or a string for the error message.

Examples

f <- function(x, a) exp(-a*x)
deformula.moneone(f, 0, 1, a=0.1)