Hans W Borchers wrote :
> First define a function from those points:
> 
>     fx <- approxfun(x, f_x)
>     fy <- approxfun(y, f_y)
>     f  <- function(x) abs(fx(x)-fy(x))
> 
> and now you can apply integrate() or trapz():
> 
>     xx <- sort(c(x, y))
>     yy <- f(xx)
>     trapz(xx, yy)
> 
> trapz() should return the more accurate (i.e. exact) result.

Thanks a lot Hans!
I didn't know about the 'approx' functions and that was exaclty what I
needed!

Regards,
Xavier

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