Adaptive Clenshaw-Curtis Quadrature — quadcc • pracma

Adaptive Clenshaw-Curtis Quadrature.

quadcc(f, a, b, tol = .Machine$double.eps^0.5, ...)

Arguments

f: integrand as function, may have singularities at the endpoints.
a, b: endpoints of the integration interval.
tol: relative tolerence.
...: Additional parameters to be passed to the function f.

Details

Adaptive version of the Clenshaw-Curtis quadrature formula with an (4, 8)-point erroe term.

Value

List with two components, value the value of the integral and the relative error error.

See also

clenshaw_curtis

Examples

if (FALSE) { # \dontrun{
##  Dilogarithm function
flog <- function(t) log(1-t)/t
quadcc(flog, 1, 0, tol = 1e-12)
# 1.644934066848128 - pi^2/6 < 1e-13
} # }