[R] help with integrate function

From: Brown, Andrew A <andrew.a.brown04_at_imperial.ac.uk>
Date: Mon, 21 Jul 2008 12:15:08 +0100


I've used the integrate function to do numerical integration and was wondering exactly how the algorithm works. It states that it is adaptive quadrature, does anyone know how the sampling points and weights are chosen, and what transformation is used to convert infinite intervals into finite ones?

Thanks very much

Andrew Brown

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