\name{clenshaw_curtis} \alias{clenshaw_curtis} \title{ Clenshaw-Curtis Quadrature Formula } \description{ Clenshaw-Curtis Quadrature Formula } \usage{ clenshaw_curtis(f, a = -1, b = 1, n = 1024, ...) } \arguments{ \item{f}{function, the integrand, without singularities.} \item{a, b}{lower and upper limit of the integral; must be finite.} \item{n}{Number of Chebyshev nodes to account for.} \item{\ldots}{Additional parameters to be passed to the function} } \details{ Clenshaw-Curtis quadrature is based on sampling the integrand on Chebyshev points, an operation that can be implemented using the Fast Fourier Transform. } \value{ Numerical scalar, the value of the integral. } \references{ Trefethen, L. N. (2008). Is Gauss Quadrature Better Than Clenshaw-Curtis? SIAM Review, Vol. 50, No. 1, pp 67--87. } \seealso{ \code{\link{gaussLegendre}}, \code{\link{gauss_kronrod}} } \examples{ ## Quadrature with Chebyshev nodes and weights f <- function(x) sin(x+cos(10*exp(x))/3) \dontrun{ezplot(f, -1, 1, fill = TRUE)} cc <- clenshaw_curtis(f, n = 64) #=> 0.0325036517151 , true error > 1.3e-10 } \keyword{ math }