I was pleased to find integrate() using the quadpack routines "dqags" and "dqagi". However, I would also like to have the routine "dqawoe" included. This routine is summarized as follows... c***keywords automatic integrator, special-purpose, c integrand with oscillatory cos or sin factor, c clenshaw-curtis method, (end point) singularities, c extrapolation, globally adaptive c***author piessens,robert,appl. math. & progr. div. - k.u.leuven c de doncker,elise,appl. math. & progr. div. - k.u.leuven c***purpose the routine calculates an approximation result to a given c definite integral c i = integral of f(x)*w(x) over (a,b) c where w(x) = cos(omega*x) or w(x) = sin(omega*x), c hopefully satisfying following claim for accuracy c abs(i-result).le.max(epsabs,epsrel*abs(i)). This is useful for numeric (inverse) Fourier transforms. Is there any hope? cheers... Brandon ---------------------------------------------------------------------------- Geophysical Statistics Project National Center for Atmospheric Research +1 303 497 1709 voice P.O. Box 3000, Boulder, CO 80307-3000 +1 303 497 1333 fax whitcher at ucar.edu www.cgd.ucar.edu/~whitcher/ ---------------------------------------------------------------------------- -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
more subroutines for integrate()
4 messages · Thomas Lumley, Brandon Whitcher, Brian Ripley
On Thu, 12 Jul 2001, Brandon Whitcher wrote:
I was pleased to find integrate() using the quadpack routines "dqags" and "dqagi". However, I would also like to have the routine "dqawoe" included. This routine is summarized as follows...
If you are working under Unix it shouldn't be too hard to add this yourself following the code in src/appl/integrate.c (and then submit patches). It looks like an addition that would be useful but it may not be a high enough priority to actually get done. -thomas Thomas Lumley Asst. Professor, Biostatistics tlumley at u.washington.edu University of Washington, Seattle -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
3 days later
On Thu, 12 Jul 2001, Thomas Lumley wrote:
If you are working under Unix it shouldn't be too hard to add this yourself following the code in src/appl/integrate.c (and then submit patches). It looks like an addition that would be useful but it may not be a high enough priority to actually get done.
Thanks for your response. I've looked at the src/appl/integrate.c code. I'm sure it would be more efficient if the author of this code augmented it, but time and priority are always factors. I'll give it a try when I get a chance. Brandon ---------------------------------------------------------------------------- Geophysical Statistics Project National Center for Atmospheric Research +1 303 497 1709 voice P.O. Box 3000, Boulder, CO 80307-3000 +1 303 497 1333 fax whitcher at ucar.edu www.cgd.ucar.edu/~whitcher/ ---------------------------------------------------------------------------- -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
On Sun, 15 Jul 2001, Brandon Whitcher wrote:
On Thu, 12 Jul 2001, Thomas Lumley wrote:
If you are working under Unix it shouldn't be too hard to add this yourself following the code in src/appl/integrate.c (and then submit patches). It looks like an addition that would be useful but it may not be a high enough priority to actually get done.
Thanks for your response. I've looked at the src/appl/integrate.c code. I'm sure it would be more efficient if the author of this code augmented it, but time and priority are always factors. I'll give it a try when I get a chance.
The author of the code has no interest in extending this, and he suggests you write an R package rather than overload the built-in facilities (which are intended only to be tolerably efficient for two common cases, not a complete interface to quadpack). But as Thomas says, we would consider patches.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._