
Simple Monte Carlo Integraton
mcint(f, a, b, m = 1000)mcint2(f, xdom, ydom, m = 1000)
function to integrate
the lower-bound of integration
the upper-bound of integration
the number of subintervals to calculate
the domain on x
of integration in two dimensions
the domain on y
of integration in two dimensions
the value of the integral
The mcint
function uses a simple Monte Carlo algorithm to
estimate the value of an integral. The parameter n
sets the
total number of evaluation points. The parameter max.y
is the
maximum expected value of the range of function f
. The
mcint2
provides Monte Carlo integration in two dimensions.
Other integration:
adaptint()
,
gaussint()
,
giniquintile()
,
midpt()
,
revolution-solid
,
romberg()
,
simp38()
,
simp()
,
trap()
# NOT RUN {
f <- function(x) { sin(x)^2 + log(x)}
mcint(f, 0, 1)
mcint(f, 0, 1, m = 10e6)
# }
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