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: 0.1.0
Depends: R (≥ 3.0.1), stats (≥ 3.3.2)
Suggests: knitr, rmarkdown, testthat
Published: 2018-04-17
Author: Jinhong Du
Maintainer: Jinhong Du <jayduking at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
CRAN checks: SI results

Downloads:

Reference manual: SI.pdf
Vignettes: Monte Carlo Integration
Package source: SI_0.1.0.tar.gz
Windows binaries: r-devel: SI_0.1.0.zip, r-release: SI_0.1.0.zip, r-oldrel: SI_0.1.0.zip
OS X binaries: r-release: SI_0.1.0.tgz, r-oldrel: SI_0.1.0.tgz

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