deformula.zeroinf {deformula}R Documentation

Integration of one-dimensitonal functions over infinite iterval 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 = 1.0e-12, rel.tol = 1.0e-8,
  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

relative accuracy requested.

start.divisions

the initial number of subintervals.

max.iter

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

Value

returns a list with components;

value

an 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.

See Also

deformula.moneone

Examples


f <- function(x, a) exp(-a*x)

deformula.zeroinf(f, a=0.1)


[Package deformula version 0.1.1 Index]