|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.|
Page views:: 18969. Submitted: 2003-07-08. Published: 2003-07-08.
Numerical Integration in S-PLUS or R: A Survey
This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.