3 The extrapolation used in qags gives negative results when integrating
4 the small tails of probability distributions using qagil, even though
5 each individual term in the sequence is positive and increasing (!).
6 This is a feature of the original quadpack and appears to be due to
7 the extrapolation algorithm, which should probably be tweaked to avoid
8 this undesirable behavior.
11 * Someone to volunteer to do Cubature, e.g as provided by Cubpack.
13 * ACM Transactions on Mathematical Software (TOMS) archive
14 Volume 33 , Issue 3 (August 2007)
16 Algorithm 867: QUADLOG---a package of routines for generating
17 gauss-related quadrature for two classes of logarithmic weight functions
18 Nelson H. F. Beebe, James S. Ball
20 Full text available: pdfPdf (209 KB)
21 Additional Information: _full citation, abstract, references, index terms