[ESS] [R] How to get correct integration in C for step function?

[Thomas Lumley]

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