INTEGRATE: Stata module to perform one-dimensional integration
A 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.
|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: |
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
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