SI.MVM {SI}

Mean Value Method

Description

Mean Value Method

Usage

SI.MVM(h, from, to, N)

Arguments

h

Density function to be integrated

from

The start point

to

The end point

N

The number of trials

Value

I

Approximated integration

Var

Estimated variance

Examples

## To integrate exp(x) from -1 to 1
set.seed(0)
h <- function(x){
    exp(x)
}
N <- 100000
MVMresult <- SI.MVM(h,-1,1,N)
I2 <- MVMresult[[1]]
VarI2 <- MVMresult[[2]]