> Btw: Can quadgk also be used for complex functions? (the integration is 
> still over a real range)

Just try it:

julia> quadgk(cis, 0, pi/2)
(1.0 + 0.9999999999999999im,2.482534153247273e-16)

 However for more advanced integration (in particular for multidimensional 
integration and vector-valued functions) you may want to use external 
packages, like Cuba.jl <https://github.com/giordano/Cuba.jl> and Cubature.jl 


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