I’m trying to use autodiff on a function that uses Quadrature.jl numerical integration. I’m getting an error and not sure why. Any suggestions? Thanks.

The function `f(y)`

is `\int_0^y x dx - y`

(computed numerically using Quadrature.jl) which is just `0.5y^2 - y`

. I want to take the derivative of that using autodiff. This is just meant to be a minimal example which will be made more complicated and eventually used in JuMP.

```
using Quadrature
function f(y)
g(x,p) = x
prob = QuadratureProblem(g, 0.0, y)
sol = solve(prob,HCubatureJL(),reltol=1e-3,abstol=1e-3)
return sol[1] - y
end
f(1) # = -0.5
using ForwardDiff
g = x -> ForwardDiff.derivative(f, x)
g(2)
# MethodError: no method matching kronrod(::Type{ForwardDiff.Dual{ForwardDiff.Tag{typeof(f), Int64}, Float64, 1}}, ::Int64)
```