MonteCarloIntegrationIntegrate Method (FuncDouble, Double, Double, Double, Int32)

Computes the area under the integral for the given function, in the given integration interval, using a Monte Carlo integration algorithm.

Namespace: Accord.Math.Integration
Assembly: Accord.Math (in Accord.Math.dll) Version: 3.8.0

Syntax

public static double Integrate(
	Func<double, double> func,
	double a,
	double b,
	int samples
)

Public Shared Function Integrate ( 
	func As Func(Of Double, Double),
	a As Double,
	b As Double,
	samples As Integer
) As Double

func: Type: SystemFuncDouble, Double
The unidimensional function whose integral should be computed.
a: Type: SystemDouble
The beginning of the integration interval.
b: Type: SystemDouble
The ending of the integration interval.
samples: Type: SystemInt32
The number of points that should be sampled.

Type: Double
The integral's value in the current interval.

MonteCarloIntegrationAddLanguageSpecificTextSet("LSTF9A3A7F1_0?cpp=::|nu=.");Integrate Method (FuncAddLanguageSpecificTextSet("LSTF9A3A7F1_1?cs=&lt;|vb=(Of |cpp=&lt;|fs=&lt;'|nu=(");Double, DoubleAddLanguageSpecificTextSet("LSTF9A3A7F1_2?cs=&gt;|vb=)|cpp=&gt;|fs=&gt;|nu=)");, Double, Double, Int32)