SI0.2.0 package

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>.

  • Maintainer: Jinhong Du
  • License: GPL
  • Last published: 2018-09-23