A small project done in the Simulation and Optimization course at HEIG-VD. The idea is to use three algorithms in order to compute statistically the integral of a function over a given interval:
- Uniform sampling
- Importance sampling
- Uniform sampling with the control variable method
Three methods can be used in order to create the samplings (that contain the estimated area, its confidence interval at 95% and more):
- Specify the size of the sample,
- Continue sampling until a given width of the CI is reached,
- Continue sampling until a given elapsed time limit is reached.
The results are printed in the console and can be exported as CSV if the option is enabled (EXPORT_CSV).