Calculates the integral of a function using the Romberg's extrapolating method.
nr | (Optional, defaults to 5.) Extrapolation order. |
Takes the same argumets as integSimpson, see there. In addition, there is a parameter that defines the extrapolation order.
In comparison, it takes quite a few evaluation (2^extrapolation_order) to set up the extrapolation framework, but then is expected to achieve better precision.