[R] more subroutines for integrate()

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From: Brandon Whitcher (whitcher@cgd.ucar.edu)
Date: Fri 13 Jul 2001 - 02:00:32 EST 

Message-id: <Pine.GSO.4.30.0107120954270.3234-100000@box.cgd.ucar.edu>

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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