mcint: Monte Carlo Integration

In cmna: Computational Methods for Numerical Analysis

Description

Simple Monte Carlo Integraton

Usage

mcint(f, a, b, m = 1000)

mcint2(f, xdom, ydom, m = 1000)

Arguments

f	function to integrate
a	the lower-bound of integration
b	the upper-bound of integration
m	the number of subintervals to calculate
xdom	the domain on x of integration in two dimensions
ydom	the domain on y of integration in two dimensions

Details

The mcint function uses a simple Monte Carlo algorithm to estimate the value of an integral. The parameter n sets the total number of evaluation points. The parameter max.y is the maximum expected value of the range of function f. The mcint2 provides Monte Carlo integration in two dimensions.

Value

the value of the integral

See Also

Other integration: adaptint(), gaussint(), giniquintile(), midpt(), revolution-solid, romberg(), simp38(), simp(), trap()

Examples

f <- function(x) { sin(x)^2 + log(x)}
mcint(f, 0, 1)
mcint(f, 0, 1, m = 10e6)

cmna documentation built on July 14, 2021, 5:11 p.m.