Adaptive Integration

Adaptive integration

adaptint(f, a, b, n = 10, tol = 1e-06)

Arguments

f	function to integrate
a	the a-bound of integration
b	the b-bound of integration
n	the maximum recursive depth
tol	the maximum error tolerance

Value

the value of the integral

Details

The adaptint function uses Romberg's rule to calculate the integral of the function f over the interval from a to b. The parameter n sets the number of intervals to use when evaluating. Additional options are passed to the function f when evaluating.

See also

Other integration: gaussint(), giniquintile(), mcint(), midpt(), revolution-solid, romberg(), simp38(), simp(), trap()

Other newton-cotes: giniquintile(), midpt(), romberg(), simp38(), simp(), trap()

Examples

f <- function(x) { sin(x)^2 + log(x) }
adaptint(f, 1, 10, n = 4)
#> [1] 18.53653
adaptint(f, 1, 10, n = 5)
#> [1] 18.52788
adaptint(f, 1, 10, n = 10)
#> [1] 18.52494