integrate_1d_double_exponential() [1/2]

template<typename F , typename... Args, require_all_st_arithmetic< Args... > * = nullptr>

double stan::math::integrate_1d_double_exponential ( const F &  f, double  a, double  b, std::ostream *  msgs, const Args &...  args  )

inline

Compute the integral of the single variable function f from a to b using adaptive double-exponential quadrature.

a and b can be finite or infinite.

The signature for f should be: double f(double x, double xc, const std::vector<double>& theta, const std::vector<double>& x_r, const std::vector<int>& x_i, std::ostream* msgs)

It should return the value of the function evaluated at x. Any errors should be printed to the msgs stream.

The integration algorithm terminates per piece when error <= max(relative_tolerance * L1, absolute_tolerance) where L1 is the Boost estimate of the L1 norm of the integral.

Template Parameters

F	type of function to integrate
Args	types of additional arguments forwarded to f (all arithmetic)

Parameters

	f	the function to be integrated
	a	lower limit of integration
	b	upper limit of integration
	relative_tolerance	relative tolerance passed to Boost quadrature
	absolute_tolerance	absolute-error floor on the convergence test
	max_refinements	maximum refinement level passed to the Boost quadrature class constructor
[in,out]	msgs	the print stream for warning messages
	args	additional arguments passed to f

Returns

numeric integral of function f

Definition at line 268 of file integrate_1d_double_exponential.hpp.