This function estimates an integral using the Monte Carlo method. It randomly samples `u_ij` values from a uniform distribution and computes the mean of the integrand values for these samples.
Usage
mc_integral(period = c(0, 1), n_samples, y_tilde, v_tilde, tau_tilde)Arguments
- period
Numeric vector, the integration interval, default is `c(0, 1)`.
- n_samples
Integer, number of samples to use for the Monte Carlo integration.
- y_tilde
Numeric, parameter for the exponential function in the integrand.
- v_tilde
Numeric, parameter for the exponential function in the integrand.
- tau_tilde
Numeric, parameter for the exponential function in the integrand.