jaydu1/SI: Stochastic Integrating

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>.

Getting started

Package details

AuthorJinhong Du
MaintainerJinhong Du <[email protected]>
LicenseGPL
Version0.2.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("jaydu1/SI")
jaydu1/SI documentation built on Sept. 28, 2018, 5:15 p.m.