SI.MVM: Mean Value Method

In SI: Stochastic Integrating

Description

Mean Value Method

Usage

SI.MVM(h, from, to, N)

Arguments

h	Density function to be integrated
from	The start point
to	The end point
N	The number of trials

Value

I	Approximated integration
Var	Estimated variance

Examples

## To integrate exp(x) from -1 to 1
set.seed(0)
h <- function(x){
    exp(x)
}
N <- 100000
MVMresult <- SI.MVM(h,-1,1,N)
I2 <- MVMresult[[1]]
VarI2 <- MVMresult[[2]]

SI documentation built on May 2, 2019, 1:43 p.m.