As an addition to Christophe Dang's answer, there is a way of optimizing the
procedure in the particular case when you know that your function (or data
?) has an asymptotic behaviour: in this case, you may integrate the
analytical (approximate) expression above M (and below -M). Now, M needs to
be chosen where the asymptotic expression becomes acceptable (which
generally reduces the value of M).Another solution has already been given 
here :
http://stackoverflow.com/questions/2840475/how-to-find-integrals-from-limit-infinity-to-infinity-in-scilab
<http://stackoverflow.com/questions/2840475/how-to-find-integrals-from-limit-infinity-to-infinity-in-scilab>
 
HTHDenis



-----
Denis Cr&eacute;t&eacute;
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