trapezoid_rp: Trapezoidal Integration with random partitions
In david850803/MC.makes.perfect: Monte Carlo integration

Description Usage Arguments Details References See Also Examples

Trapezoidal Integration with random partitions

1	trapezoid_rp(ftn, a, b, n)

`ftn`	a function of single variable.
`a`	lower bound of the integration. Must be finite.
`b`	upper bound of the integration. Must be finite and assume b > a.
`n`	number of partitions.

The lengths of the partitions are not equal and the partitions are randomly selected by uniform distribution[a, b]. The uniform distribution has density f(x) = 1/(max - min) for min ≤ x ≤ max.

Owen Jones,Robert Maillardet,Andrew Robinson (2014).Introduction to Scientific Programming and Simulation Using R ; Second Edition

integrate

## You can set.seed() before using this function in order
## to lead to the same result.
set.seed(1)
ftn1 <- function(x) return(4 * x^3)
trapezoid_rp(ftn1, 0, 1, n = 100)