Ajo Fod created MATH-1015:
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Summary: Improper integration with one infinite limit
Key: MATH-1015
URL: https://issues.apache.org/jira/browse/MATH-1015
Project: Commons Math
Issue Type: New Feature
Reporter: Ajo Fod
Priority: Minor
This is about integrating a f(x) in [c, Inf] or in [-Inf, c]
Gauss-Laguerre (GL) can be used to integrate between [0, Inf]
http://en.wikipedia.org/wiki/Gauss%E2%80%93Laguerre_quadrature
With the change of variables using f(g(x))
where g(x) = -x
GL can be used to integrate in [-Inf,0]
With another change of variables:
g(x) = x+c
one could integrate in [c, Inf]
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