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) .



Add exception handler.


First version!

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.2.0 by Jinhong Du, 2 years ago

Browse source code at

Authors: Jinhong Du

Documentation:   PDF Manual  

GPL license

Depends on stats

Suggests knitr, rmarkdown, testthat

See at CRAN