int: int
In aumath-advancedr2019/ACM_2019: Monte Carlo methods

The function int() performs a Monte Carlo integration of the function f.

1	int(f, a, b, n = 10^5)

`f`	the integrand
`a`	lower bound of integration
`b`	upper bound of integration
`n`	number of simulation, per default 10^5

returns a list containing the value of the integral, the 0.95-confidence interval, number of simulations and the function f

1
2
3

f <- function(x){x^2}
MCint <- int(f, -2, 2)
MCint$'Value of integral'

aumath-advancedr2019/ACM_2019 documentation built on Nov. 26, 2019, 2:07 a.m.

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