MC.hitormiss {animation} | R Documentation |
Integrate a function using the Hit-or-Miss Monte Carlo algorithm.
MC.hitormiss(FUN = function(x) x - x^2, n = ani.options("nmax"), from = 0, to = 1, col.points = c("black", "red"), pch.points = c(20, 4), ...)
FUN |
the function to be integrated |
n |
number of points to be sampled from the Uniform(0, 1) distribution |
from, to |
the limits of integration |
col.points, pch.points |
colors and point characters for points which “hit” or “miss” the area under the curve |
... |
other arguments passed to |
We compute the proportion of points hitting the area under the curve, and the integral can be estimated by the proportion multiplied by the total area of the rectangle (from xmin to xmax, ymin to ymax).
A list containing
x1 |
the Uniform random numbers generated on x-axis |
x2 |
the Uniform random numbers generated on y-axis |
y |
function values evaluated at |
n |
number of points drawn from the Uniform distribtion |
est |
the estimated value of the integral |
This function is for demonstration purpose only; the integral might be
very inaccurate when n
is small.
ani.options('nmax')
specifies the maximum number of trials.
Yihui Xie
Examples at https://yihui.name/animation/example/mc-hitormiss/