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integrate {stats} R Documentation
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Integration of One-Dimensional Functions


Adaptive quadrature of functions of one variable over a finite or infinite interval.


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integrate(f, lower, upper, ..., subdivisions = 100L,
          rel.tol = .Machine$double.eps^0.25, abs.tol = rel.tol,
          stop.on.error = TRUE, keep.xy = FALSE, aux = NULL)

Sweater Wool Boutique Taylor Ann Pullover Arguments

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an R function taking a numeric first argument and returning a numeric vector of the same length. Returning a non-finite element will generate an error.

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the limits of integration. Can be infinite.


additional arguments to be passed to Sweater Taylor Pullover Ann Boutique Wool f.


the maximum number of subintervals.


Taylor Pullover Wool Boutique Sweater Ann relative accuracy requested.


absolute accuracy requested.


logical. If true (the default) an error stops the function. If false some errors will give a result with a warning in the Ann Boutique Taylor Wool Sweater Pullover message component.


Ann Boutique Sweater Wool Pullover Taylor unused. For compatibility with S.


Pullover Boutique Wool Ann Taylor Sweater unused. For compatibility with S.


Note that arguments after ... must be matched exactly.

If one or both limits are infinite, the infinite range is mapped onto a finite interval.

For a finite interval, globally adaptive interval subdivision is used in connection with extrapolation by Wynn's Epsilon algorithm, with the basic step being Gauss–Kronrod quadrature.

rel.tol cannot be less than max(50*.Machine$double.eps, 0.5e-28) if abs.tol <= 0.

In R versions <= 3.2.x, the first entries of lower and upper were used whereas an error is signalled now if they are not of length one.


A list of class Boutique Sweater Taylor Pullover Wool Ann "integrate" with components

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the final estimate of the integral.


Taylor Pullover Boutique Sweater Wool Ann estimate of the modulus of the absolute error.


the number of subintervals produced in the subdivision process.


"OK" or a character string giving the error message.


the matched call.


Like all numerical integration routines, these evaluate the function on a finite set of points. If the function is approximately constant (in particular, zero) over nearly all its range it is possible that the result and error estimate may be seriously wrong.

When integrating over infinite intervals do so explicitly, rather than just using a large number as the endpoint. This increases the chance of a correct answer – any function whose integral over an infinite interval is finite must be near zero for most of that interval.

For values at a finite set of points to be a fair reflection of the behaviour of the function elsewhere, the function needs to be well-behaved, for example differentiable except perhaps for a small number of jumps or integrable singularities.

Sweater Pullover Ann Taylor Boutique Wool f must accept a vector of inputs and produce a vector of function evaluations at those points. The Piece Stylish Leaf Straps Plant Print Spaghetti Beach Swimwear One Style w8r6wq function may be helpful to convert f to this form.

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Based on QUADPACK routines dqags and dqagi by R. Piessens and E. deDoncker–Kapenga, available from Netlib.

Pullover Taylor Boutique Wool Sweater Ann References

R. Piessens, E. deDoncker–Kapenga, C. Uberhuber, D. Kahaner (1983) Taylor Pullover Sweater Wool Boutique Ann Quadpack: a Subroutine Package for Automatic Integration; Springer Verlag.

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Pullover Ann Wool Sweater Taylor Boutique Examples

integrate(dnorm, -1.96, 1.96)
integrate(dnorm, -Inf, Inf)

## a slowly-convergent integral
integrand <- function(x) {1/((x+1)*sqrt(x))}
integrate(integrand, lower = 0, upper = Inf)

## don't do this if you really want the integral from 0 to Inf
integrate(integrand, lower = 0, upper = 10)
integrate(integrand, lower = 0, upper = 100000)
integrate(integrand, lower = 0, upper = 1000000, stop.on.error = FALSE)

## some functions do not handle vector input properly
f <- function(x) 2.0
try(integrate(f, 0, 1))
integrate(Vectorize(f), 0, 1)  ## correct
integrate(function(x) rep(2.0, length(x)), 0, 1)  ## correct

## integrate can fail if misused
integrate(dnorm, 0, 2)
integrate(dnorm, 0, 20)
integrate(dnorm, 0, 200)
integrate(dnorm, 0, 2000)
integrate(dnorm, 0, 20000) ## fails on many systems
integrate(dnorm, 0, Inf)   ## works

integrate(dnorm, 0:1, 20) #-> error!
## "silently" gave  integrate(dnorm, 0, 20)  in earlier versions of R

[Package Pullover Ann Taylor Boutique Wool Sweater stats version 3.6.0 S Casual Dress P Selling M S OTEPw]