[ESS] [R] How to get correct integration in C for step function?
Thomas Lumley
tlumley at u.washington.edu
Mon Jan 22 16:48:14 CET 2007
On Sun, 21 Jan 2007, Lynette wrote:
> Dear all,
>
> I am using Rdqags in C to realize the integration. It seems for the
> continous C function I can get correct results. However, for step functions,
> the results are not correct. For example, the following one, when integrated
> from 0 to 1 gives 1 instead of the correct 1.5
>
Using integrate() in R for an R-defined step function gives the right
answer (eg on the example in ?ecdf).
This suggests a problem in your C code, since integrate() just calls
dqags.
-thomas
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