deformula.zeroinf {deformula}

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

Description

Numerical quadrature of functions of one variable over [0, infinity) with the double exponential formula.

Usage

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

Arguments

f

An R function taking a numeric first argument.

...

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.zeroinf(f, a=0.1)