Part I. Intprbs

Table of Contents

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.