Need a small short script or EA template to perform Numerical integration using ALGLIB or any MQL 5 self contained script or EA template

It needs to be able to numerically integrate a function F(x) with  infinite intervals [-infinity , +infinity] or  [ 0, +infinity ] using transformation that maps the intervals to [0,1] . 

Please refer to this script or this posting to understand the short script i need . No external libraries apart from official MQL5 include files and nothing else . 

https://www.mql5.com/en/forum/352975