SI.SSM: Stratified Sampling Method

In SI: Stochastic Integrating

Description

Stratified Sampling Method

Usage

SI.SSM(h, from, to, level, N)

Arguments

h	Density function to be integrated
from	The start point
to	The end point
level	Stratification, number of intervals
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
SSMresult <- SI.SSM(h,-1,1,10,N)
I4 <- SSMresult[[1]]
VarI4 <- SSMresult[[2]]

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