Chapter 1. Integration Algorithms

Table of Contents

intprb_crudeld — Estimates a multidimensional integral using a Low Discrepancy sequence.
intprb_crudemc — Estimates a multidimensional integral using Monte Carlo.
intprb_getcrudeld — Uses a crude Quasi Monte-Carlo to estimate the integral.
intprb_getcrudemc — Uses a crude Monte-Carlo to estimate the integral.
intprb_montecarlo — Estimates a multidimensional integral using iterated Monte Carlo.