R help - Jul 2001 - more subroutines for integrate()

I was pleased to find integrate() using the quadpack routines "dqags"
and
"dqagi".  However, I would also like to have the routine
"dqawoe"
included.  This routine is summarized as follows...

c***keywords  automatic integrator, special-purpose,
c             integrand with oscillatory cos or sin factor,
c             clenshaw-curtis method, (end point) singularities,
c             extrapolation, globally adaptive
c***author  piessens,robert,appl. math. & progr. div. - k.u.leuven
c           de doncker,elise,appl. math. & progr. div. - k.u.leuven
c***purpose  the routine calculates an approximation result to a given
c            definite integral
c            i = integral of f(x)*w(x) over (a,b)
c            where w(x) = cos(omega*x) or w(x) = sin(omega*x),
c            hopefully satisfying following claim for accuracy
c            abs(i-result).le.max(epsabs,epsrel*abs(i)).

This is useful for numeric (inverse) Fourier transforms.  Is there any
hope?

cheers...

Brandon

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On Thu, 12 Jul 2001, Brandon Whitcher wrote:
>
> I was pleased to find integrate() using the quadpack routines
"dqags" and
> "dqagi".  However, I would also like to have the routine
"dqawoe"
> included.  This routine is summarized as follows...
>
If you are working under Unix it shouldn't be too hard to add this
yourself following the code in src/appl/integrate.c (and then submit
patches).  It looks like an addition that would be useful but it may not
be a high enough priority to actually get done.


	-thomas

Thomas Lumley			Asst. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle

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