The Lebesgue method is supposed to handle cases Riemann cannot. I tried using the anti-derivatives from the calculus add-ons but cannot make them work for an arbitrary user-defined function like "f3=: ] %~ [: ^. -.".
On Fri, Jan 15, 2021 at 9:16 AM 'Pascal Jasmin' via Programming < [email protected]> wrote: > The Riemann–Darboux approach seems so much easier. Just take a range and > a step interval (resolution) (all as y) to iterate the function (adverb > argument) and add all the results up divided by number of intervals times > range. > > > > > > > On Thursday, January 14, 2021, 04:21:19 p.m. EST, Devon McCormick < > [email protected]> wrote: > > > > > > Has anyone looked into implementing a Lebesgue integration adverb in J? > This looks like a good explanation of it: > https://en.m.wikipedia.org/wiki/Lebesgue_integration . > > -- > > Devon McCormick, CFA > > Quantitative Consultant > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm > -- Devon McCormick, CFA Quantitative Consultant ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
