Numerical Integration in S-PLUS or R: A Survey

Diego Kuonen

Journal of Statistical Software, 2003, vol. 008, issue i13

Abstract: This paper reviews current quadrature methods for approximate calculation of integrals within S-Plus or R. Starting with the general framework, Gaussian quadrature will be discussed first, followed by adaptive rules and Monte Carlo methods. Finally, a comparison of the methods presented is given. The aim of this survey paper is to help readers, not expert in computing, to apply numerical integration methods and to realize that numerical analysis is an art, not a science.

Date: 2003-07-08
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:008:i13

DOI: 10.18637/jss.v008.i13

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