Adaptive Gauss-Kronrod Quadrature
You can now use an adaptive Gauss-Kronrod method to do your 1D integration. From my testing, it is more efficient than adaptiveSimpson. You can use it with the proc adaptiveGauss.
You can now use an adaptive Gauss-Kronrod method to do your 1D integration. From my testing, it is more efficient than adaptiveSimpson. You can use it with the proc adaptiveGauss.