mcmi: Monte Carlo Method for Multivariable Integration

In ddlee96/mcmi: Monte Carlo Method for Multivariable Integration

Description

Calculate multivariable integration using Monte Carlo method, only support up to 3D currently, accuracy 0.005

Usage

mcmi(bounds, integrand, constrains, n)

Arguments

bounds:	necessary, the bounds of x, y, z, as a vector of 2, 4 or 6 dimensions
integrand:	optional, the integrand, input as character, must contains x, y, or z, default: 1
constrains:	optional, inequalities that x, y, z must satisfy, input as character, must contains x, y, or z, default: 1
n:	number of random points, default 1,000,000,

Examples

mcmi(c(-1,1, -1,1), 1, "x^2+y^2<1")
(-1<x<1, -1<y<1)

mcmi(c(0,1, 1,2, -1,3), 1, c("exp(x)<y", "sin(z)*y>=0")
(0<x<1, 1<y<2, -1<3)

mcmi(c(0,1), "exp(x)")
(0<x<1)

ddlee96/mcmi documentation built on May 15, 2019, 1:52 a.m.