[R] legendre quadrature

[Berend Hasselman]

On 01-05-2014, at 09:43, pari hesabi <statistics84 at hotmail.com> wrote:

> Hello everybody
> I need to approximate the amount of integral by using
> legendre quadrature. I have written a program which doesn't give me a 
> logical answer; Can anybody help me and send the correct program? For 
> example  the approximated amount of integral of ( x ^2)  on (-1,1) based
> on legendre quad rule. 
> 
> 
> 
> 
> integrand<-function(x) {x^2}
> rules <- legendre.quadrature.rules( 50 )
> order.rule <- rules[[50]]
> chebyshev.c.quadrature(integrand, order.rule, lower = -1, upper = 1) 


You must be using package gaussquad.

Why are you using Legendre rules but doing Chebyshev quadrature (which does not seem correct)?

Replace the last line of your given code with

legendre.quadrature(integrand, order.rule, lower = -1, upper = 1)

and the result will make more sense.

Berend