IS: Variance Reduction Method

View source: R/IS.R

ISR Documentation

Variance Reduction Method

Description

Variance Reduction Method

Usage

IS(n = 1, alpha = 1, beta = 1.3)

Arguments

n

number of generated points

alpha

shape parameter beta instrumental density

beta

shape parameter beta instrumental density

Examples

IS(n=10000, alpha=1, beta=1.3)*4

ferielachaibou/stat617course documentation built on May 9, 2022, 12:05 a.m.