The R Project SVN R

\name{integrate}
\alias{integrate}
\alias{print.integrate}
\title{Integration of One-Dimensional Functions}
\description{
  Adaptive quadrature of functions of one variable over a finit or
  infinite interval.
}
\usage{
integrate(f, lower, upper, subdivisions=100,
          rel.tol = .Machine$double.eps^0.25, abs.tol = rel.tol,
          stop.on.error = TRUE, keep.xy = FALSE, aux = NULL, ...)
}
\arguments{
  \item{f}{An \R function taking a numeric first argument and returning
    a numeric vector the same length. Returning a non-finite will
    generate an error.}
  \item{lower, upper}{The limits of integration. Can be infinite.}
  \item{subdivisions}{the maximum number of subintervals.}
  \item{rel.tol}{relative accuracy requested.}
  \item{abs.tol}{absolute accuracy requested.}
  \item{stop.on.error}{logical. If true (the default) an error stops the
    function.  If false some errors will give a result with a warning in
    the \code{message} component.}
  \item{keep.xy}{unused. For compatibility with S.}
  \item{aux}{unused. For compatibility with S.}
  \item{\dots}{additional arguments to be passes to \code{f}.}
}
\details{
  If one or both limits are infinite, the
  infinite range is mapped onto a finite interval.

  For a finite interval, globally adaptive interval subdivision is used
  in connection with extrapolation by the Epsilon algorithm.

  \code{rel.tol} cannot be less than \code{max(50*.Machine$double.eps,
    0.5e-28)} if \code{abs.tol <= 0}.
}
\value{
  A list of class \code{"integrate"} with components
  \item{value}{the final estimate of the integral.}
  \item{abs.error}{estimate of the modulus of the absolute error.}
  \item{subdivisions}{the number of subintervals produced in the
    subdivision process.}
  \item{message}{\code{"OK"} or a character string giving the error message.}
  \item{call}{the matched call.}
}
\references{
  Based on QUADPACK routines \code{dqags} and \code{dqagi} by
  R. Piessens and E. deDoncker-Kapenga, available from Netlib.

  See\\
  R. Piessens, E. deDoncker-Kapenga, C. Uberhuber, D. Kahaner
  \emph{Quadpack: a Subroutine Package for Automatic Integration.}
  Springer Verlag, 1983.
}

\examples{
integrate(dnorm, -1.96, 1.96)
integrate(dnorm, -Inf, Inf)

## a slowly-convergent integral
integrand <- function(x) {1/((x+1)*sqrt(x))}
integrate(integrand, lower = 0, upper = Inf)
integrate(integrand, lower = 0, upper = 10)
integrate(integrand, lower = 0, upper = 100000)
integrate(integrand, lower = 0, upper = 1000000, stop.on.error = FALSE)

try(integrate(function(x) 2, 0, 1))  ## no vectorizable function
integrate(function(x) rep(2, length(x)), 0, 1)  ## correct
}
\keyword{math}
\keyword{utilities}