# -*- 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