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.