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Stochastic Integrating

Installation

About

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.

Key Metrics

Version 0.2.0
R ≥ 3.0.1
Published 2018-09-23 2090 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks SI results

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Maintainer

Maintainer

Jinhong Du

Authors

Jinhong Du

Material

NEWS
Reference manual
Package source

Vignettes

Monte Carlo Integration

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

SI archive

Depends

R ≥ 3.0.1
stats ≥ 3.3.2

Suggests

knitr
rmarkdown
testthat