I was always amazed that R can do:

  > integrate(dnorm, -Inf, +Inf)
  1 with absolute error < 9.4e-05

Can we do the same in this library?

> Does the function oscillate over the region of integration? If it does, then make sure that the step size is chosen to be smaller than the wave length of the function.

Nyquist limit, but for numerical integration?

I think the project should be called "NIntegrate".

BTW, that is not a serious suggestion; it is just that Wolfram Language (aka Mathematica) has both `Integrate` and `NIntegrate` for symbolic and numeric integration, respectively.

It looks a bit sloppy to hardcode so many constants in a single file: `src/gauss_quadrature/legendre.rs`. Isn't it possible to generate them with the help of rust macros in the same way Julia uses metaprogramming?