/SI

Stochastic Integration for R

Primary LanguageR

What's SI?

The SI package provides several methods of stochastic Integrating including

  • Stochastic Point Method
  • Mean Value Method
  • Important Sampling Method
  • Stratified Sampling Method

What can it does?

It can be use to estimate one-dimension or multi-dimension integration by stochastic methods. And the estimated variance (precision) is given.