search for: epsab

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2004 Nov 18
0
Calling Rdqags doesn't produce correct result.
...clue what went wrong in the following attempt? I am trying to call the R built-in function Rdqags() from my C program for numerical integration. Following are the C program and the corresponding R program: C program --------- void test(double *a, double *b, double *epsabs, double *epsrel, double *result, double *abserr, int *neval, int *ier, int *limit, int *lenw, int *last, int *iwork, double *work, double *exx)...
2005 May 09
2
use "integrate" for functions defined in C, not R
...; return; } 3. Similar to "call_dqags", I define a C function "my_call_dqags" that has it's own parameters of "lower, upper" and etc define in C, instead of parsing from R. And I call Rdqags(Cintfn, &lower, &upper, &epsabs, &epsrel, &result, &abserr, &neval, &ier, &limit, &lenw, &last, iwork, work); instead of Rdqags(Rintfn, (void*)&is, &lower, &upper, &epsabs, &epsrel, &result, &abserr, &neval, &ier, &limit, &a...
2001 Jul 12
1
more subroutines for integrate()
...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 ---------------------------------------------------------------------------- Geophysical Statistics Project National Center for Atmospheric Research +1 303 497 1709 voic...