search for: kronrod

...03 time2 user system elapsed 0.204 0.004 0.208 a$integral > [1] 0.0177241 b$value > [1] 0.0177241 a$functionEvaluations > [1] 345 b$subdivisions > [1] 10 Somehow, adaptIntegrate was using many more function evaluations for a similar precision. Both methods apparently use Gauss-Kronrod quadrature, though ?integrate adds a "Wynn's Epsilon algorithm". Could that explain the large timing difference? I'm open to suggestions of alternative ways of dealing with vector-valued integrands. Thanks. baptiste

Dear R-users I would like to integrate something like \int_k^\infty (1 - F(x)) dx, where F(.) is a cumulative distribution function. As mentioned in the "integrate" help-page: integrate(dnorm,0,20000) ## fails on many systems. This does not happen for an adaptive Simpson or Lobatto quadrature (cf. Matlab). Even though I am hardly familiar with numerical integration the implementation

Dear All, Can R perform multivariate integration with infinite limits of integration? Thanks in advance, Paul