num_int: Monte Carlo Integration

In gvegayon/numint:

Description

This function performes numerical integration using monte carlo integration

Usage

num_int(fn, ..., a, b, N = 100, ncores = 1, cl = NULL)

numint(fn, ..., a, b, N = 100, ncores = 1, cl = NULL)

## S3 method for class 'numint'
plot(x, y = NULL, main = "Monte Carlo Integration",
  col = blues9[4], ...)

## S3 method for class 'numint'
print(x, ...)

Arguments

fn	A function
...	Further arguments to be passed to -fn-
a	Numeric vector. Lower bound
b	Numeric vector. Upper bound
N	Integer scalar. Sample size
ncores	Integer scalar. Number of cores (parallel)
cl	An object of class cluster
x	An object of class numint
y	Ignored
main	Title
col	Color

Details

code, emph, igraph, igraph pi

Value

An object of class

Author(s)

George

References

Weisstein, Eric W. "Monte Carlo Integration." From MathWorld–A Wolfram Web Resource. http://mathworld.wolfram.com/MonteCarloIntegration.html

Examples

# Simple example -------
ans <- num_int(dnorm, mean = .5, a = -6, b = 7, N = 1e3)

# Multiple proc -----
## Not run: 

ans <- num_int(dnorm, mean = .5, a = -6, b = 7, N = 1e8,
ncores = 20)


## End(Not run)

gvegayon/numint documentation built on May 24, 2019, 4:05 a.m.