Intprbs
Intprbs
>> Intprbs
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.
Tutorial
Tutorial
—
Experiments with the Integration Test Problems toolbox.
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.
Support Functions
intprb_contour
—
Plots a 2D contour of the function.
intprb_getpath
—
Returns the path to the current module.
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.
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Intprbs