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too slow integration!!


Hi,
I need to integrate a function f many many times in order to find parameters
that minimize a certain log(Likelihood). The function f has a finite range and
a singularity in a point of this range (not known a priori).
I've tried to use qagi algorithm to integrate that and it seems work but is too
slow!! Do you know which is the best and quicker algorthm to integrate this
kind of function? Maybe I could try to use even some monte_carlo tecniques such
as vegas?
Thank you,
Elena

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