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.