Examples of org.apache.commons.math.analysis.integration.RombergIntegrator

Package org.apache.commons.math.analysis.integration

Examples of org.apache.commons.math.analysis.integration.RombergIntegrator

org.apache.commons.math.analysis.integration.RombergIntegrator
orld.wolfram.com/RombergIntegration.html"> Romberg Algorithm for integration of real univariate functions. For reference, see Introduction to Numerical Analysis, ISBN 038795452X, chapter 3.
Romberg integration employs k successive refinements of the trapezoid rule to remove error terms less than order O(N^(-2k)). Simpson's rule is a special case of k = 2.
@version $Revision: 1070725 $ $Date: 2011-02-15 02:31:12 +0100 (mar. 15 févr. 2011) $ @since 1.2

      lastJ = j;
    }
    k[k.length - 1] = n - lastJ;


    // now verify probabilities by comparing to integral of pdf
    UnivariateRealIntegrator integrator = new RombergIntegrator();
    for (int i = 0; i < xs.length - 1; i++) {
      double delta = integrator.integrate(new UnivariateRealFunction() {
        public double value(double v) {
          return dist.pdf(v);
        }
      }, xs[i], xs[i + 1]);
      Assert.assertEquals(delta, p[i + 1], 1.0e-6);

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      lastJ = j;
    }
    k[k.length - 1] = n - lastJ;


    // now verify probabilities by comparing to integral of pdf
    UnivariateRealIntegrator integrator = new RombergIntegrator();
    for (int i = 0; i < xs.length - 1; i++) {
      double delta = integrator.integrate(new UnivariateRealFunction() {
        @Override
        public double value(double v) {
          return dist.pdf(v);
        }
      }, xs[i], xs[i + 1]);

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