[R] help with integrate function

Brown, Andrew A andrew.a.brown04 at imperial.ac.uk
Mon Jul 21 13:15:08 CEST 2008


Hi

I've used the integrate function to do numerical integration and was
wondering exactly how the algorithm works. It states that it is adaptive
quadrature, does anyone know how the sampling points and weights are
chosen, and what transformation is used to convert infinite intervals
into finite ones?

Thanks very much

Andrew Brown 



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