SI: Stochastic Integrating

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>.

Version: 0.2.0
Depends: R (≥ 3.0.1), stats (≥ 3.3.2)
Suggests: knitr, rmarkdown, testthat
Published: 2018-09-23
DOI: 10.32614/CRAN.package.SI
Author: Jinhong Du
Maintainer: Jinhong Du <jayduking at>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
Materials: NEWS
CRAN checks: SI results


Reference manual: SI.pdf
Vignettes: Monte Carlo Integration


Package source: SI_0.2.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): SI_0.2.0.tgz, r-oldrel (arm64): SI_0.2.0.tgz, r-release (x86_64): SI_0.2.0.tgz, r-oldrel (x86_64): SI_0.2.0.tgz
Old sources: SI archive


Please use the canonical form to link to this page.