Package jdistlib.math

Class Integrate

java.lang.Object

jdistlib.math.Integrate

public class Integrate
extends Object

Adaptive numerical integration corresponding to R 4.6.1 stats::integrate. Finite intervals use QUADPACK dqags; infinite intervals use dqagi. Invocation state is call-local.

Method Summary

Modifier and Type	Method	Description
static IntegrationStabilityResult	assessStability(UnivariateFunction f, double lower, double upper, IntegrationOptions options)	Repeats an integral with tighter tolerances and an additional midpoint split.
static IntegrationResult	integrate(UnivariateFunction f, double lower, double upper)	Integrates f over a finite, semi-infinite, or infinite interval.
static IntegrationResult	integrate(UnivariateFunction f, double lower, double upper, double epsabs, double epsrel, int limit)	Integrates f with QUADPACK-compatible status codes.
static IntegrationResult	integrate(UnivariateFunction f, double lower, double upper, IntegrationOptions options)	Integrates with hardened callback handling, evaluation budgets, optional breakpoints, cancellation, and selectable quadrature methods.
static ImmutableIntegrationResult	integrateImmutable(UnivariateFunction f, double lower, double upper)	Integrates with hardened defaults and returns an immutable modern result.
static ImmutableIntegrationResult	integrateImmutable(UnivariateFunction f, double lower, double upper, IntegrationOptions options)	Integrates with hardened options and returns an immutable modern result.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

integrate

public static IntegrationResult integrate(UnivariateFunction f,
 double lower,
 double upper)

Integrates f over a finite, semi-infinite, or infinite interval. The defaults match R's integrate: 100 subdivisions and .Machine$double.eps^.25 absolute and relative tolerances.

integrateImmutable

public static ImmutableIntegrationResult integrateImmutable(UnivariateFunction f,
 double lower,
 double upper)

Integrates with hardened defaults and returns an immutable modern result.

integrateImmutable

public static ImmutableIntegrationResult integrateImmutable(UnivariateFunction f,
 double lower,
 double upper,
 IntegrationOptions options)

Integrates with hardened options and returns an immutable modern result.

integrate

public static IntegrationResult integrate(UnivariateFunction f,
 double lower,
 double upper,
 double epsabs,
 double epsrel,
 int limit)

Integrates f with QUADPACK-compatible status codes. All work arrays are local to the invocation, so concurrent calls are safe.

integrate

public static IntegrationResult integrate(UnivariateFunction f,
 double lower,
 double upper,
 IntegrationOptions options)

Integrates with hardened callback handling, evaluation budgets, optional breakpoints, cancellation, and selectable quadrature methods. The legacy overloads remain unchanged for R/QUADPACK compatibility.

assessStability

public static IntegrationStabilityResult assessStability(UnivariateFunction f,
 double lower,
 double upper,
 IntegrationOptions options)

Repeats an integral with tighter tolerances and an additional midpoint split. Agreement is a useful stability check, but is not a proof of correctness or convergence.