Numerical Integration

integrate(f, x      [; rule=:trapezoidal, tol=10^-3])
integrate(f, a, b, h[; rule=:trapezoidal, tol=10^-3])
integrate(f, a, b, n[; rule=:trapezoidal, tol=10^-3])

Find the definite integral by some numerical quadrature.

Notes

f may be a function or vector. The domain may be defined with a vector, x or on the interval [a, b] either by number of sub-intervals, n or step-size, h. rule accepts {:trapezoidal (default), :midpoint, :simpson13, :simpson38, :simpsonN}. Dataset may contain unevenly spaces points.

References

https://en.wikipedia.org/wiki/Simpson%27s_rule