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Editors-in-chief: Bettina GrĂ¼n, Edzer Pebesma & Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Numerical Integration in S-PLUS or R: A Survey | Kuonen | Journal of Statistical Software
Authors: Diego Kuonen
Title: Numerical Integration in S-PLUS or R: A Survey
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.

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Paper: Numerical Integration in S-PLUS or R: A Survey     Download PDF (Downloads: 19011)
DOI: 10.18637/jss.v008.i13

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