Numerical integration · CMNA Laboratory
Give R an arbitrary integrand, then watch a random sample cloud turn into a numerical estimate as n grows.
CMNA's one-dimensional Monte Carlo integrator samples x uniformly over the interval, evaluates f(x), and multiplies the sample mean by the interval width. The estimate wanders, then settles statistically rather than deterministically.
Bring your own integrand
Write any vectorized R function, choose bounds, sample count, and seed, then play the estimate as the sample grows.
Preparing R…f(x)| samples n | running estimate |
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