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)
Add exception handler.