INTEGRATE: Stata module to perform one-dimensional integration
AbstractA command that implements numerical integration for one dimensional functions. It uses three quadrature algorithms: Gauss-Legendre quadrature for definite integrals; Gauss-Laguerre quadrature when the upper limit is infinite; and Gauss Hermite quadrature when the limits are both infinite. The implementation allows any function to be specified as an argument although it is much faster if the function can allow vector calculations but this is not a necessary condition. The command is written in a combination of Stata and Mata for speed.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S457429.
Programming language: Stata
Requires: Stata version 12.1
Date of creation: 11 Mar 2012
Date of revision: 02 Jul 2013
Note: This module should be installed from within Stata by typing "ssc install integrate". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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