Dear all,
I have some issues with integrate in R thus I would like to request your help.
I am trying to calculate the integral of f(x)*g(x).

The f(x) is a step function while g(x) is a polynomial.
If f(x) (step function) changes its value only few times (5 or 6 'steps') 
everything is calulated ok(verified results in scrap paper) but if f(x) takes 
like 800 different values I receive the error

"Error in integrate number of subdivisions reached"

I did some checks on the internet and I found that I can increase the number of 
subdivisions (as this is a parameter in integrate().  Thus I raised it from 100 
to 1000 (and then to 10000).

A. Does this makes the error produced higher or does it only stress the 
computer?

B. When the number was raised to 10.000 I started getting the error message   
"roundoff error was detected"


What do you think I should do to solve that?

I would like to thank u in advance for your help

Best Regards
Alex

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