Integrate: Stochastic Integration
In Epsilon127/ldder: Local Density Derivative Estimation

Estimates the integral \int K(x) g(x) dx if K is a density function (or kernel function). espilon, alpha are control parameters.

1 2	Integrate(g, d, type = "Gaussian", eps = 1e-04, alpha = 0.01, min = 100, max = Inf)

`g`	A function we want to integrate. Takes a vector as input and returns a vector.
`d`	Dimension of the input argument of `g`.
`type`	the used kernel
`eps`	`eps` is the we allow our estimator to vary compared to the true value with certainty `1 - alpha`.
`alpha`	`alpha` is the certainty with which our estimator is in a certained interval around the true value.
`min`	The minimal number of simulations.
`max`	The maximal number of simulations.