[racket] Numerical integration

I do some research on specific random distributions. I have probability
density function, but for some tasks (find cumulative distribution
function, moments, generate random values) I need numeric integration.
I think it would be useful to have different quadrature methods.
Such as trapezoidal rule, Simpson's rule, maybe Gaussian quadrature.
I used matlab for such tasks. Matlab function "quad" uses recursive
adaptive Simpson quadrature.
--
Danil

2012/1/5 Noel Welsh <noelwelsh at gmail.com>

> 2012/1/4 Doug Williams <m.douglas.williams at gmail.com>:
> > Someone - I believe Noel Welsh, but it might be someone else on the
> mailing
> > list -
>
> Yes, it's on github: https://github.com/noelwelsh/mzgsl
>
> has an FFI based  interface to the GNU Scientific library. That might
> > already have the routines you're interested in.
>
> Sorry, I don't recall binding any routines the GSL offers in this
> department.
>
> N.
>



-- 
Анненков Данил, IB Soft
Сайт: www.ib-soft.ru
Тел.    +7(3952) 66-08-90
          +7(914) 876-73-49
Факс: +7(3952) 56-10-26
Skype: danilannenkov
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.racket-lang.org/users/archive/attachments/20120105/15e7686d/attachment.html>