SI.SSM {SI}

Stratified Sampling Method

Description

Stratified Sampling Method

Usage

SI.SSM(h, from, to, level, N)

Arguments

h

Density function to be integrated

from

The start point

to

The end point

level

Stratification, number of intervals

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
SSMresult <- SI.SSM(h,-1,1,10,N)
I4 <- SSMresult[[1]]
VarI4 <- SSMresult[[2]]