SI: 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) <doi:10.1017/S0962492900002804>.
| Version: |
0.2.0 |
| Depends: |
R (≥ 3.0.1), stats (≥ 3.3.2) |
| Suggests: |
knitr, rmarkdown, testthat |
| Published: |
2018-09-23 |
| DOI: |
10.32614/CRAN.package.SI |
| Author: |
Jinhong Du |
| Maintainer: |
Jinhong Du <jayduking at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL] |
| NeedsCompilation: |
no |
| Materials: |
NEWS |
| CRAN checks: |
SI results [issues need fixing before 2025-01-10] |
Documentation:
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