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) .


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0.2.0

Add exception handler.

0.1.0

First version!

Reference manual

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install.packages("SI")

0.2.0 by Jinhong Du, 7 months ago


Browse source code at https://github.com/cran/SI


Authors: Jinhong Du


Documentation:   PDF Manual  


GPL license


Depends on stats

Suggests knitr, rmarkdown, testthat


See at CRAN