INTEGRATE: Stata module to perform one-dimensional integration

Adrian Mander ()

Statistical Software Components from Boston College Department of Economics

Abstract: A command that implements numerical integration for one dimensional functions. It uses three quadrature algorithms: Gauss-Legendre quadrature for definite integrals; Gauss-Laguerre quadrature when the upper limit is infinite; and Gauss Hermite quadrature when the limits are both infinite. The implementation allows any function to be specified as an argument although it is much faster if the function can allow vector calculations but this is not a necessary condition. The command is written in a combination of Stata and Mata for speed.

Language: Stata
Requires: Stata version 12.1
Keywords: integration; definite integral; indefinite integral (search for similar items in EconPapers)
Date: 2012-03-11, Revised 2018-08-10
Note: This module should be installed from within Stata by typing "ssc install integrate". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Citations: View citations in EconPapers (1)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/i/integrate.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/integrate.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mf_integrate.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lintegrate.mlib Mata object library (application/x-stata)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457429

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