[R] more subroutines for integrate()

Brandon Whitcher whitcher at cgd.ucar.edu
Thu Jul 12 18:00:32 CEST 2001

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



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