mcTorusIntegrate: Monte Carlo integration on the torus

In sdetorus: Statistical Tools for Toroidal Diffusions

Monte Carlo integration on the torus

Description

Convenience function for Monte Carlo integration on [-\pi, \pi)^p.

Usage

mcTorusIntegrate(f, p, M = 1e+05, fVect = TRUE, ...)

Arguments

f	function to be integrated.
p	dimension of the torus.
M	number of Monte Carlo replicates.
fVect	is f vectorized?
...	further parameters passed to f.

Value

A scalar with the approximated integral.

Examples

# Integral of sin(x1) * cos(x2), must be close to 0
mcTorusIntegrate(f = function(x) sin(x[, 1]) * cos(x[, 2]), p = 2)

sdetorus documentation built on Aug. 21, 2023, 1:08 a.m.