# -*- org -*-
#+CATEGORY: integration

* BUG#14 -- qagil

The extrapolation used in qags gives negative results when integrating
the small tails of probability distributions using qagil, even though
each individual term in the sequence is positive and increasing (!).
This is a feature of the original quadpack and appears to be due to
the extrapolation algorithm, which should probably be tweaked to avoid
this undesirable behavior.


* Someone to volunteer to do Cubature, e.g as provided by Cubpack.

* Someone to volunteer to port IQPACK, the Hermite quadrature has already
  been ported

*     ACM Transactions on Mathematical Software (TOMS)   archive                  
   Volume 33 ,  Issue 3  (August 2007)                                         

   Algorithm 867: QUADLOG---a package of routines for generating               
   gauss-related quadrature for two classes of logarithmic weight functions    
   Nelson H. F. Beebe, James S. Ball                                           
   Article No. 20                                                              
   Full text available:  pdfPdf (209 KB)                                       
   Additional Information: _full citation, abstract, references, index terms