GaussQuadrature {tdist} | R Documentation |
The grule
computes Gauss base points and weight factors for
Gaussian quadrature on interval [0 1] and the gweights
is the generator
of points and weight factors for the Gaussian quadrature on several different
subintervals.
grule(n) gweights(limits, ms, bp, wf)
n |
number of base points and weight factors |
limits |
borders of subintervals. |
ms |
number of base points in particular subinterval. |
bp |
base points of the Gaussian quadrature genterated by grule on
interval [0 1]. |
wf |
weight factors of the Gaussian quadrature genterated by grule
on interval [0 1]. |
The gweights
divides the whole interval into ms[i]
subintervals given by limits[i]
and limits[i + 1]
and the
integration over each subinterval is done with an nquad
point Gauss
formula which involves base points BP and weight factors WF. The normalized
interval of integration for the BP and WF constants is 0 to 1. The base points
and weight factors must first be generated by a call to grule.
The grule
generates a list of
bp |
base points on interval [0 1]. |
wf |
weight factors on interval [0 1]. |
tt |
base points of all subintervals. |
w |
weight factors of all subintervals. |
Gordon K Smyth, STATBOX 4.1 smyth@wehi.edu.au. Rewritten from Matlab algorithm to R by Alexander Savin savin@savba.sk.
Davis, Rabinowitz (1975), Methods of Numerical Integration. Academic Press, page 365.