Integral solution using Simpson's Rule

[Isabella]

Integral solution using Simpson's Rule(numerical integration) in VBA. Using any integral formula, does anybody out there knows how to use VBA to get integral solution using simpson's rule?

[royUK]

Please use a helpful title when posting questions. This thread's title is totally useless!!!! It cannot be used in Searches & will probably not attract too much attention.

[Isabella]

is that ok?

[royUK]

I think you might find you get more help now. Thanks

[filo65]

you can find all you want in Numerical Recipes

look at the loowing link:

http://www.library.cornell.edu/nr/bookcpdf/c4-2.pdf

filo65

[Isabella]

Thanks

[PA HS Teacher]

It's not as stringent as simpson's rule, but here's a numerical integration UDF I wrote using the trapezoid rule. Perhaps it will be good enough for your situation.

Function AUC(xRng As Range, yRng As Range) As Double 
     ' Approximation of the definite integral using the Trapezoid rule
    Dim xRows As Integer, yRows As Integer 
    Dim xRow As Integer, yRow As Integer 
    Dim LeftRule As Double, RightRule As Double, TrapRule As Double, MidRule As Double 
    xRows = xRng.Rows.Count 
    yRows = yRng.Rows.Count 
    RightRule = 0 
    LeftRule = 0 
    TrapRule = 0 
     
    For i = 2 To xRows 
        RightRule = RightRule + yRng.Cells(i, 1) * (xRng.Cells(i, 1) - xRng.Cells(i - 1, 1)) 
        LeftRule = LeftRule + yRng.Cells(i - 1, 1) * (xRng.Cells(i, 1) - xRng.Cells(i - 1, 1)) 
        TrapRule = (LeftRule + RightRule) / 2 
    Next i 
    AUC = TrapRule 
End Function