integrate.catR: Numerical integration by linear interpolation (for catR internal use)
Description
This command computes the integral of function f(x) by providing values of x and f(x), similarly to the integrate.xy function of the R package sfsmisc.
Usage
integrate.catR(x, y)
Arguments
x
numeric: a vector of x values for numerical integration.
y
numeric: a vector of numerical values corresponding to f(x) values.
Value
The approximated integral.
Details
This function was written to compute "cheap" numerical integration by providing sequences of x values and corresponding computed values f(x). It works similarly as the integrate.xy function when use.spline=FALSE is required. It was developed internally to eventually remove dependency of catR package to package sfsmisc.
References
Maechler, M. et al. (2012). sfsmisc: Utilities from Seminar fuer Statistik ETH Zurich. R package version 1.0-23.
http://CRAN.R-project.org/package=sfsmisc
See Also
KL and the integrate.xy function in package sfsmisc