mcint: Monte Carlo Integration In cmna: Computational Methods for Numerical Analysis

Description

Simple Monte Carlo Integraton

Usage

 ```1 2 3``` ```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

Other integration: `adaptint`, `gaussint`, `giniquintile`, `midpt`, `revolution-solid`, `romberg`, `simp38`, `simp`, `trap`
 ```1 2 3``` ```f <- function(x) { sin(x)^2 + log(x)} mcint(f, 0, 1) mcint(f, 0, 1, m = 10e6) ```