readme.md

In pommevilla/mcint:

MCInt

A basic R code implementing a Monte Carlo integral simulation.

Description

There are two functions in mcint: calc_mcint and is_under. calc_mcint calculates a Monte Carlo integral of a provided function with a provided number of trials. is_under is an internal helper function called in calc_mcint that determines if a given point is under the function in question.

Usage

calc_mcint = function(N = 100, x_l = 0, x_u = 1, func = function(x) x^2)

Arguments

N - the number of trials to be run
x_l - the lower bound of the integral
x_u - the upper bound of the integral
func - the function whose integral is to be approximated 

Example

> f = function(x) sin(2 * pi * x)
> calc_mcint(10000, x_u = 1, f)
[1] -0.01235271

Details

In addition to returning the estimated integral value, calc_mcint plots the curve and the randomly generated points. The points are colored red if they are beneath the curve (here, beneath means between the curve and the x-axis), and blue otherwise.

Note that calc_mcint approximates the integral value of the function, not the absolute value of the area. Hence, areas beneath the x-axis have a negative value.

Contact

Send questions, comments, hate mail to pvillanueva13 at gmail dot com

pommevilla/mcint documentation built on May 14, 2019, 2:03 a.m.