An implementation of four stochastic methods of integrating in R, including: 1. Stochastic Point Method (or Monte Carlo Method); 2. Mean Value Method; 3. Important Sampling Method; 4. Stratified Sampling Method. It can be used to estimate one-dimension or multi-dimension integration by Monte Carlo methods. And the estimated variance (precision) is given. Reference: Caflisch, R. E. (1998) <doi:10.1017/S0962492900002804>.
Package details |
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Author | Jinhong Du |
Maintainer | Jinhong Du <jayduking@gmail.com> |
License | GPL |
Version | 0.2.0 |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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