animation (version 1.1-4)

MC.hitormiss: Hit or Miss Monte Carlo Integration...

Description

Hit or Miss Monte Carlo Integration Integrate a function using the Hit-or-Miss Monte Carlo algorithm

Usage

MC.hitormiss(FUN=function(x) x - x^2, n=ani.options("nmax"), from=0,
    to=1, col.points=c("black", "red"), pch.points=c(20, 4), ...)

Arguments

FUN

the function to be integrated

n

number of points to be sampled from the Uniform(0, 1) distribution

from,to

the limits of integration

col.points,pch.points

colors and point characters for points which ``hit'' or ``miss'' the area under the curve

...

other arguments passed to points

Value

• A list containing
• x1
  the Uniform random numbers generated on x-axis
• x2
  the Uniform random numbers generated on y-axis
• y
  function values evaluated at x1
• n
  number of points drawn from the Uniform distribtion
• est
  the estimated value of the integral

Details

We compute the proportion of points hitting the area under the curve, and the integral can be estimated by the proportion multiplied by the total area of the rectangle (from xmin to xmax, ymin to ymax).

References

http://animation.yihui.name/compstat:hit_or_miss_monte_carlo

See Also

integrate

Examples

oopt = ani.options(interval = 0.2, nmax = 100)

# should be close to 1/6
MC.hitormiss()$est
# should be close to 1/12
MC.hitormiss(from = 0.5, to = 1)$est 

## HTML animation page
ani.options(interval = 0.5, title = "Hit or Miss Monte Carlo Integration",
description = "Generate Uniform random numbers and compute the proportion
of points under the curve.")
ani.start()
MC.hitormiss()
ani.stop()

ani.options(oopt)