These functions are modified versions of the quadg.m and quad2dg.m files found in the NIT (Numerical Integration Toolbox)
The code has been vectorized in order to be able to perform fast integration of several integration limits. As before quadg and quad2dg only calculate one and two dimensional integrals, respectively, but you may specify several integration limits in a single call to the functions. It is also possible to integrate directly given functions enclosed in parenthesis
Example: integration from 0 to 2 and from 2 to 4 for x is done in a single call by:
>>quadg('(x.^2)',[0 2],[2 4])
similarly integration from 0 to 2 and from 2 to 4 for both x and y is done in a single call by:
quad2dg('(x.^2.*y)',[0 2],[2 4],[0 2],[2 4])
The files were tested under Matlab version 5.2.
Both quadg and quad2dg are not dependent on the Numerical Integration Toolbox (NIT) or the distchk function in the Statistics Toolbox anymore.
NIT is very good tool
It would be helpful if the argument list conformed to how quadl.m and adaptGK.m work so that one could pass additional arguments into the integrand function *using varargin. For that p1...p9 would have to be removed from the argument list.
Only vectorized version of quad I am aware of. No apparent problems.