scalation
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scalation/scalation/scalation.simulation/scalation.simulation.monte_carlo/MonteCarloIntegration

MonteCarloIntegration

scalation.simulation.monte_carlo.MonteCarloIntegration
object MonteCarloIntegration

The MonteCarloIntegration uses Monte Carlo sampling to approximate the integral of f(x) over the domain [a, b].

Attributes

Graph
Supertypes
class Object
trait Matchable
class Any
Self type

Members list

Value members

Concrete methods

def integrate(f: FunctionS2S, a: Double, b: Double, m: Int, s: Int): Double

Inegrate the function f on the interval [a, b].

Inegrate the function f on the interval [a, b].

Value parameters

a

the start of the interval

b

the end of the interval

f

the function to integrate

m

the number of samples of f to collect

s

the random number stream

Attributes

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