Intprbs

Table of Contents

I. Intprbs

Overview — An overview of the Integration Test Problems toolbox.

intprb_getexpect — Returns the expectation of the problem.

intprb_getfcn — Returns the function value.

intprb_getname — Returns the name.

intprb_getproblems — Lists the problems.

intprb_getsetup — Returns the parameters of the problem.

intprb_getvariance — Compute the variance.

intprb_getvarprbs — Returns the array of problems with variable n.

1. Integration Algorithms

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.

2. Support Functions

intprb_contour — Draws a 2D contour of the function.

intprb_ldgen — Returns uniform numbers from a low discrepancy sequence.

intprb_muvblockupdate — Update the mean and the variance of x, given the mean and the value of disjoint parts of x.

intprb_muvstepstart — Returns the starting values for the step-by-step (mean,variance) computation.

intprb_muvstepstop — Finish the computation of the step-by-step (mean,variance) computation.

intprb_muvstepupdate — Update values for the step-by-step (mean,variance) computation.

intprb_shragerandom — A portable random number generator by Schrage.

intprb_tuplenext — Computes the next element of a tuple space.