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# -*- org -*-
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#+CATEGORY: integration
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* BUG#14 -- qagil
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The extrapolation used in qags gives negative results when integrating
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the small tails of probability distributions using qagil, even though
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each individual term in the sequence is positive and increasing (!).
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This is a feature of the original quadpack and appears to be due to
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the extrapolation algorithm, which should probably be tweaked to avoid
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this undesirable behavior.
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* Someone to volunteer to do Cubature, e.g as provided by Cubpack.
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* Someone to volunteer to port IQPACK, the Hermite quadrature has already
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been ported
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* ACM Transactions on Mathematical Software (TOMS) archive
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Volume 33 , Issue 3 (August 2007)
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Algorithm 867: QUADLOG---a package of routines for generating
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gauss-related quadrature for two classes of logarithmic weight functions
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Nelson H. F. Beebe, James S. Ball
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Article No. 20
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Full text available: pdfPdf (209 KB)
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Additional Information: _full citation, abstract, references, index terms
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